"No module named rlp" #22

I'm trying to use the ethereum_sign_tx command, but when I run it, I get

Traceback (most recent call last):
  File "keepkeyctl", line 502, in <module>
    main()
  File "keepkeyctl", line 494, in main
    res = args.func(cmds, args)
  File "keepkeyctl", line 129, in ethereum_sign_tx
    import rlp
ImportError: No module named rlp

By rearranging the order of the import commands, I notice that the ethjsonrpc library is missing also. Do I need to install these separately? I just followed the install directions in the readme. I'm running Windows 10, but am seeing the same issue in Ubuntu