Newbie: import works ok if in base directory but fails in other directories

[Ray Smith]

Hi,

I'm reading "how to think like a computer scientist" and tried one of the
examples
which uses the "pickle" import library.

This is the program:
-------------
# picking example
import pickle
f = open("pickle.dat", "w")
pickle.dump(12.3, f)
pickle.dump([1,2,3], f)
f.close()
-------------

When it is saved as and run in the directory "c:\work\python\pick1.py" it
returns the following
output:

-----------
Traceback (most recent call last):
  File "pick1.py", line 2, in ?
    import pickle
  File "c:\dev\python22\lib\pickle.py", line 6, in ?
    Classes:
AttributeError: 'module' object has no attribute 'dump'
-------------

If I save the program to my base Python directory (in my case
c:\dev\python22\) and run
it everything works ok.

What do I need to do to get it to run in other directories?

Any help is much appreciated.

Thanks,

Ray Smith