This means that this name is not defined. You can define it by
(1) Writing your own class ‘DirectObject’. This name has to be a class object, or Python will complain about it having the wrong type for a parent class).
(2) Import this name from somewhere else.
You want to do the later:
from direct.showbase.DirectObject import DirectObject
For a bit of (serious) fun: Start your python interpreter, type the following command, and pay attention to the very last line.
import this
enn0x