ImportError: No module named _glmnet #3

I build the package with the following command, but when I import the module I get this error:

python setup.py config_fc --fcompiler=gnu95         
                                           --f77flags='-fdefault-real-8'         
                                          --f90flags='-fdefault-real-8' build

File "/Users/rose/221/tagger/tagger/glmnet/glmnet.py", line 2, in
import _glmnet
ImportError: No module named _glmnet

How can I import that module?