On my windows Xp system running Python 2.6 (from the (x,y) package) I tried to load a module named "GetMy.com_MOD.py". I kept receiving the error 
Traceback (most recent call last):
  File "D:\Docs\Futures-Strategy\StCHF\Test\GetMy.com_2.py", line 6, in <module>
    import GetMy.com_MOD
ImportError: No module named GetMy.com_MOD

Until I removed the dot renaming it to GetMycom_MOD.py, which works very nicely. Maybe the search should be smart enough to look for the last word after a dot to determine if the module exists or not?

Many thanks guys, Python rocks. marco

If you do "import GetMy.com_MOD" Python will search for the module named "com_MOD" in the package "GetMy".
The name of the module should be a valid Python identifier -- possibly all lowercase (see PEP8). GetMy.com_MOD is not a valid identifier, so you wouldn't even be able to do GetMy.com_MOD.some_func() once you imported it.

See http://docs.python.org/reference/simple_stmts.html#the-import-statement for more information.