Hi,
I use Sublime Text (3, not , 2, though I used that too), save the file and, like Bruce said, then run python from the command line.
ST comes with its own python, so it is conceivable you are running that python instead of the one where you have vpython installed.
If you really wanted to stay in the ST REPL I guess you could do
import subprocess
subprocess.call(["python", "my_test_program.py"])
but it would be easier to run from the terminal and do your editing in ST.
What platform are you on?
Matt Craig