The easiest method is to use sys.path.append().
However, you may be also interested in the imp module.
It provides access to internal import functions.
# mod_name is the filename without the .py/.pyc extention
py_mod = imp.load_source(mod_name,filename_path) # Loads .py file
py_mod = imp.load_compiled(mod_name,filename_path) # Loads .pyc file
This can be used to load modules dynamically when you don't know a module's name.
I've used this in the past to create a plugin type interface to an application, where the user would write a script with application specific functions, and just drop thier script in a specific directory.
Also, these functions may be useful:
imp.find_module(name[, path])
imp.load_module(name, file, pathname, description)