Importing Problem on Windows

[Kartic]

It is quite possible that in linux, you launched the python interpreter
shell from the same directory you stored your parser.py and parse.py
files.

On windows, you probably saved the parser*.py files to some place like
"my documents" and launched the python interpreter or IDLE.

So, you could probably try this:
1. Launch command shell.
2. CD to the directory where you saved the parser*.py files.
3.  Start python.exe from the command prompt (not from the Program
Files shortcut)
4. Try importing.

Easier...copy the parser*.py files into the Libs folder of your python
installation in your windows machine.

Thanks,
--Kartic