Do you have PyOpenGL installed correctly? If you are having n00bie issues getting new modules set up correctly, I recommend installing setuptools. Once you have setuptools installed, you will find a program in your python27/Scripts directory called “easy_install” that you can use to get packages installed correctly.
For instance on my windows setup, I use:
C:\Python27\scripts\easy_install pyopengl
to set up PyOpenGL on my system, and then your example case works fine. I remember when I started using Python I had the same issues trying to get a working PyOpenGL set up correctly so I could run the NeHe code, and all of my issues went away when I learned about easy_install
On Linux:
sudo easy_install pyopengl
As well as:
sudo apt-get install python python-numpy python-opengl python-qt4 python-qt4-gl