I think Emufarmers was trying to tell you that python should already be on your path and ready to go. There should be no need to install another copy.
typing "python" at the login prompt I'm greeted with "Python 2.3.5
Any chance you could show us the first couple of lines of your script? This would allow us to help you a lot more.
(Theory, your "shebang" #! does not point to the installed version of python)
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