Problem building python

[chris_0076]

I just got Sublime and tried to build a simple "Hello World" python script and it did not work. The out put was:

Code: Select all

C:\Python26\python.exe: can't find '__main__.py' in ''
[Finished in 0.172 seconds]

Any ideas? I am guessing that this was caused by some dumb error on my part though...

Thanks for any help,
Chris