setup.py not found

[Larry.Martell at gmail.com]

I'm trying to install a package (cx_Oracle) on a mac running 10.5.7.
I've done this on other platforms, but never on a mac. I followed the
instructions given, but when I try and run setup I get:

Apollo:instantclient_10_2 user$ python setup.py build
/System/Library/Frameworks/Python.framework/Versions/2.5/Resources/
Python.app/Contents/MacOS/Python: can't open file 'setup.py': [Errno
2] No such file or directory

Is there something else I have to install first to have this?

Thanks!