All right, I found the answer in boost.python test example embedding.cpp, not to call initmodulename() in every sub-interpreter, just call PyImport_AppendInittab("modulename", initmodulename) before call to Py_Initialize(), this will add the module to the interpreter's builtin modules, then I can call "import modulenmame" in each sub-interpeter.
Donnie Leen -- http://mail.python.org/mailman/listinfo/python-list