yeah you're not even in the right directory I bet...
try typing "ls" and then "pwd" to see where you are
once you find the folder where you have the phoenix miner type "cd <insert folder name>" and press enter.
then try that whole python command..
taking iwantbitcoins advice ran the script again, and using your commands managed to locate bitminere0.something or other..
callam@wejwdfijsfhjnfhndlvjnvanldsndvnsvn:~/bitcoin-0.3.19$ python poclbm.py -d1 --host=deepbit.net --port=8332 --user=**** pass=****
Traceback (most recent call last):
File "poclbm.py", line 5, in <module>
from BitcoinMiner import *
File "/home/callam/bitcoin-0.3.19/BitcoinMiner.py", line 8, in <module>
from sha256 import *
ImportError: No module named sha256