Python 2.6.1 (r261:67515, Jun 24 2010, 21:47:49)
[GCC 4.2.1 (Apple Inc. build 5646)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import sys
>>> print("\n".join(sorted(sys.path)))
Double check your phpsh installation to make sure the python phpsh libraries were put in the appropriate place.
Hope this helps,
Aran