[pygame] Very beginner level question

[Varsha Purohit]

Hello everyone,
     I just started programming again in pygame. I have downloaded python
2.4 and pygame msi for the same. I am writing a basic program of screen
initialization

from pygame.locals import *

screen = pygame.display.set_mode((1024,768))

and i get an error message.
Traceback (most recent call last):
  File "C:/pygames/car.py", line 3, in -toplevel-
    screen = pygame.display.set_mode((1024,768))
NameError: name 'pygame' is not defined

What does this mean ??

thanks,
Varsha