This means that you do not have dnspython install.
There are two ways to install dnspython :
1.Good way:
To install any module, easiest way is to first install setup tools. Setup tools is something similar to "apt-get" for ubuntu. where you say "easy_install " and it will get it and install it.
To install setuptools download the source from https://pypi.python.org/pypi/setuptools
Now exctract them. Inside the extracted directory will be a file setup.py.
run
python setup.py install
This will install setup tools in your system.
you will be able to see a executable c:\python2x\Scripts\easy_install.exe (2x is the version of python eg 26, 27 etc)
Now to install dnspython run
c:\python2x\Scripts\easy_install.exe dnspython
This should solve your problem, and now your script should run normally.
You can also put c:\python2x\Scripts in windows PATH so that you do not have to put the whole path every time you want to install a module.
2.Bad way :
Although this method might not work if the some modules dnspython depends on are not available.
Download the sources of dnspython from http://www.dnspython.org/kits/1.10.0/ and extract it.
now go to the extracted folder and run
python setup.py install