Automatically installing libraries?

[Chaz Ginger]

Here is a problem I am trying to solve; I am sure there must be an easy 
way to do it and I just don't know how.

I have a rather large application that I am writing. To make it easy for 
the user to run I have them run a startup.py script. This script will 
try to load each of the third party libraries the application will need. 
If it is present, great. If it isn't, I would like to automatically 
install it. This is the heart of my problem: is there a Python 
equivalent to PERL's CPAN?

Peace,
Chaz