The Keyboard Anywhere script is written in Python, which OpenKinect can't deal with in its regular installed state. Happily, there is a Python Wrapper
that allows the two to work together.
Thankfully, when you installed OpenKinect in your last step, it downloaded the python wrapper on your computer. The problem is that while it downloaded, it didn't install.
If you go to your home (where home is your username) directory: home/libfreenect/wrappers/python you'll see the information about the wrapper. You can open the README to see instructions on installing.
For ease of time and those who like to copy-paste
$ sudo apt-get install cython python-dev python-numpy [these need to be installed before we can install the python wrapper]
Navigate your way, in terminal, to the python folder. If you close and open terminal:
$ cd libfreenect/wrappers/python
and then install:
$ sudo python setup.py install
** Instruction addition as per tdinsmoor in the comments below **
If you are having dependency issues with libexpat1-dev (on Ubuntu 12.04), you'll need to download and install a separate .deb package to fix it.
For AMD64 systems:
For i386 systems:
Ubuntu software center may give you an error at first, but ignore this and proceed to install python2.7-dev and python-dev with:
$ sudo apt-get install python-dev python2.7-dev
The packages should now install correctly, and you may proceed to install the wrapper.