CSSED python scripting is driven through the cssed's python plugin. You need to install this plugin to make it work.
Installation may vary depending on your operative system, on Linux you can use sources or RPMs, on OsX you can use fink, on Windows the plugin can be installed with the cssed windows installer. I'm only speaking about the packages we build upstream, but other packages may be found as well on the net, or in your distribution's repository - if you're quite lucky.
Installation instructions are provided with each package.