clr.CompileModules(...) "couldn't find member CompileModules"

Question

Visual Studio 2008 SP1 installed, asp.net ironpython website

import clr                  #ok
clr.AddReference('System')  #ok

but

clr.CompileModules(...)

"couldn't find member CompileModules"

Anyone got this? The member CompileModules is supposed to exist, at least in some versions, to do something like this

clr.CompileModules("foo.dll", "foo.py")