The first line is misleading.
./pycurltest.py: 1: ./pycurltest.py: import: not found
It looks like the interpreter is suggesting that a blank import cannot be found, or it's finding:
import Pycurses#<---something else is here
Check that your .py script does not have any weird characters at the end of the line and that it has a proper newline character:
import pycurl
From the python docs:
A physical line is a sequence of characters terminated by an end-of-line sequence. In source files, any of the standard platform line termination sequences can be used - the Unix form using ASCII LF (linefeed), the Windows form using the ASCII sequence CR LF (return followed by linefeed), or the old Macintosh form using the ASCII CR (return) character. All of these forms can be used equally, regardless of platform. When embedding Python, source code strings should be passed to Python APIs using the standard C conventions for newline characters (the \n character, representing ASCII LF, is the line terminator).