i installed jython in win2k after failed times because of two things needed to be done:  lauching jython.class with completed java.exe path(i don't know the reason fully), the other is adding jython.jar to classpath.
About your problem, i can't think out any other reasons except  of the absense of jython.jar  in your classpath.  but i'm not familar with linux, so check it youself please. wish it be helpful.

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