GDAL install problem

[JLeG05]

It's mentioned after the install
These statements should not return an error.

           For testing if GDAL_DATA environment variable is correctly setup type :

              _from osgeo import osr_

             _osr.SpatialReference().ImportFromProj4('+init=epsg:3857')_

          The second statement must return zero, a value >0 refers to an error code.

The last one returns a 5 error. How do I get passed this error?

Thanks in advance