That fixed it. In VC++ 2012 I went to Project->Properties->Debugging and under Environment I entered
PYTHONPATH=E:\Python-2.6.8\PyModules.zip;
At first it didn't work because I forgot the semicolon. Thank you so much. You were amazing help!
EDIT: I realized later how awful that explanation was. I copy/pasted the entire contents of E:\Python-2.6.8\Libs\ into a zip folder I made, PyModules.zip, and then set the environment variable that way. So that's how you do it.