I know how to import a module I have created if the script I am working on is in the same directory.  I would like to know how to set it up so I can import this module from anywhere.  For example, I would like to open up Python in the command line and type "import my_module" and have it work regardless of which directory I am in.
You could create pth file with path to your module and put it into your Python site-packages directory.
Importing a python module I have created