bla@bla:~/python/psycopg2-2.0.9/psycopg2-2.0.9> sudo python2.5 setup.py install
root's password:
running install
running build
running build_py
creating build
creating build/lib.linux-i686-2.5
creating build/lib.linux-i686-2.5/psycopg2
copying lib/errorcodes.py -> build/lib.linux-i686-2.5/psycopg2
copying lib/extensions.py -> build/lib.linux-i686-2.5/psycopg2
copying lib/tz.py -> build/lib.linux-i686-2.5/psycopg2
copying lib/extras.py -> build/lib.linux-i686-2.5/psycopg2
copying lib/pool.py -> build/lib.linux-i686-2.5/psycopg2
copying lib/__init__.py -> build/lib.linux-i686-2.5/psycopg2
copying lib/psycopg1.py -> build/lib.linux-i686-2.5/psycopg2
running build_ext
error: No such file or directory

sudo easy_install-2.5 psycopg2

linux-thyt:/opt/python2.5/bin # ./easy_install-2.5 psycopg2
Searching for psycopg2
Reading http://pypi.python.org/simple/psycopg2/
Reading http://initd.org/projects/psycopg2
Reading http://initd.org/pub/software/psycopg/
Best match: psycopg2 2.0.13
Downloading http://initd.org/pub/software/psycopg/psycopg2-2.0.13.tar.gz
Processing psycopg2-2.0.13.tar.gz
Running psycopg2-2.0.13/setup.py -q bdist_egg --dist-dir /tmp/easy_install-h8tqol/psycopg2-2.0.13/egg-dist-tmp-PM4MYI
error: Setup script exited with error: No such file or directory