Install problems - error: No such file or directory

Hi there

I am trying to install psycopg 2.0.13 and after running
   python setup.py install
I get the follwing error:

   running install
   running build
   running build_py
   running build_ext
   error: No such file or directory

Unfortunetly, it does not tell me which file or directory cannot be found.

I have edited my setup.cfg to my needs as follows:

use_pydatetime=1
mx_include_dir=/usr/local/lib/python2.4/site-packages/mx/DateTime/mxDateTime
have_ssl=0
include_dirs=/usr/local/pgsql/include
library_dirs=/usr/local/pgsql/lib:/usr/local/lib/python2.4/site-packages/mx/DateTime/mxDateTime

Even if I uncomment these lines, I get the same error.

And help is much appreciated.
I am on Suse Linux 11.1-64 bit with Python 2.4.6 installed.

Regards
Nico