Because Microsoft was the sponsor of the original IronPython project, versions that Microsoft released (including the 2.6.2 that i linked to in the last post) don't include the stdlib, which comes with it's own license that clashes in some mysterious way with MS's licensing terms (even though both MS and the Python Foundation are giving the stuff away for free... *sigh*). So to dance around that, they did not include the stdlib -- the 'batteries included' -- with base install.
The remedy is simple - grab a copy of the regular python stdlib from a python 2.6 series install and copy it into the /Lib folder next to the location of your IronPython DLL. I found it simplest to grab the Python26.zip folder from my Maya install and to expand that into the folder. I did leave the 3 or 4 files that IPy had installed there on its own intact, I believe -- on pure intuition -- that they are different from the corresponding files in the standard python lib.
FWIW, this is a good place to point out that some small percentage of stdlib modules don't work under IronPython (an unfortunate example being the handy csv module for reading comma-delimited data files). AFAIK there is no authoritative list of which modules do and don't work under Ipy. The good news is that, for this application , there is almost always a dotnet native solution to use as an alternative without having to install anything else.