sublime text2 python error message /usr/bin/python: can't find '__main__' module in ''

I installed sublime text 2 to OSX 10.8.2. In my Mac, python 2.7.3 is installed.

In sublime text2, I just type

print 'Hello'

but error occurred like below.

/usr/bin/python: can't find '__main__' module in ''
[Finished in 0.2s with exit code 1]

How can I fix it?

I got the same error as I didn't save the script before executing it. Check to see if you have saved it!

Note to anyone else:

If you have a directory like so, you can add a __main__.py file to tell the interpreter what to execute if you call the module directly.

my_module
  |
  | __init__.py
  | my_cool_file.py # print "Hello  World"
  | __main__.py # import my_cool_file

$ python my_module # Hello World

You need to SAVE your code file with the ".py" extension. Then, on the 'Tools/Build System' menu, make sure your build system is set to either 'auto' or 'Python'. What that message is telling you is there is no valid Python file to 'build' (or, in this case just run).

First save your program file type as "example.py then run your code its working fine.

did you add the shebang to the top of the file?

#!/usr/bin/python