You need pie.py accessible somewhere in your Python path. Putting all files in Blender's scripts/ folder (within your home directory or the install path) should be enough to satisfy this requirement.

Files:
 - pie.py : Generic PIE parser
 - pie_common.py : Blender plugin library
 - pie_import.py : Blender import plugin
 - pie_export.py : Blender export plugin (currently defunct)
 - pie_levels_to_layers.py : Assign PIE levels to Blender layers