Newbie thwarted by sys.path on Vista

[Michael M Mason]

I'm running Python 3.1 on Vista and I can't figure out how to add my own 
directory to  sys.path.

The docs suggest that I can either add it to the PYTHONPATH environment 
variable or to the PythonPath key in the registry.  However, PYTHONPATH 
doesn't exist, and updating the registry key has no effect (and in any case 
the contents aren't the same as sys.path).

So where does sys.path get its value from, and how do I change it?

-- 
Michael