ImportError: No module named grove.gpio

I am trying on setup DHT22 sensors on Pi. I received the following error. Following the process as descibed on Seed DHT22 folder. I entered the following line command
and the error below
Traceback (most recent call last):
File “”, line 2, in
import seeed_dht
File “build/bdist.linux-armv7l/egg/”, line 14, in

Any suggestions where it