Unpickling a saved file

I saved a model using cPickle using this code below

picklefile = path.split("-")[0]+".gmm"
cPickle.dump(gmm,open(dest + picklefile,'w'))
print '+ modeling completed for speaker:',picklefile," with data point = ",features.shape    
features = np.asarray(())
count = 0 

Now I want to unpickle the file using this method

models    = [cPickle.load(open(fname,'r')) for fname in gmm_files]

But I get this error:

models    = [cPickle.load(open(fname,'r')) for fname in gmm_files]
ImportError: No module named gmm

I expect the output to unpickle the saved file