Total Python Noob

[Tom Lake]

I have Python 2.6 installed on Vista Ultimate.  When I try to calculate
sqrt (or any transcendental functions) I get the following error

>>> sqrt(2)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
NameError: name 'sqrt' is not defined

What am I doing wrong?

Tom Lake