I had the same problem with the import-failure of "wxc".
I solved it in the following way:
I renamed wxc.pyd to wxc.dll and viewed the dependeny-DLLs
with the "Dependeny Walker".
The DW told me that he could not found the WS2_32.DLL.
The demo was running after installing the Winsock2 - package
from Microsoft.
You can download the "Dependeny Walker" on this site:
http://www.microsoft.com/msdownload/platformsdk/sdktools.htm
it is a package of about 13MB, but there are many tools included.
I think many problems with such import-failures can be solved with
the Dependency Walker.
Thanks to Robin Dunn, who gave me the right hint.