assuming you did not install athenacl in python's site-packages, you can just add the directory that contains the athenaCL directory to your sys.path.
an example is here:
http://docs.python.org/install/index.html#inst-search-path
if you need more examples let me know.
>>> sys.path.append('/home/peter/audiowork/athenaCL-2.0.0a15')