No module named bz2

My problem is an error stating that there is no module named bz2. Below is what happened in command prompt.

python *file*.py
Traceback (most recent call last):
   File "", line *#*, in module
      from * import file2
   File "", line * in <module>
      import bz2
ImportError: No module named bz2

I think this may have to do with the fact that I’m running Windows (XP), but I may be completely wrong.
Any clue what to do?

You’re running a Python module that uses bz2 with a version of Python that has no bzip2 support compiled in. The build of Python that comes with Panda3D should have it; try running ppython instead of python.

I still get the same error.

Which version of Panda3D are you using? It may be that some builds may have left out support for bz2.