error while training

[arashsoftco]

PS C:\Users.......\src> python nn_train.py
Traceback (most recent call last):
File "nn_train.py", line 8, in
training, validating, testing = nn_collect.load_mnist()
File "C:\Users.....\src\nn_collect.py", line 16, in load_mnist
os.curdir, 'data', 'mnist.pkl.gz'), 'rb')
File "C:\Python27\lib\gzip.py", line 34, in open
return GzipFile(filename, mode, compresslevel)
File "C:\Python27\lib\gzip.py", line 94, in init
fileobj = self.myfileobj = builtin.open(filename, mode or 'rb')
IOError: [Errno 2] No such file or directory: '.\data\mnist.pkl.gz'