SleekMigrate requires SleekXMPP. 

In the same folder as SleekMigrate, run 
	git submodule update --init SleekXMPP
and then either install it (cd SleekXMPP && python setup.py install) or (easier) 
	ln -s SleekXMPP/sleekxmpp sleekxmpp

Note that SleekXMPP itself has some dependencies, depending on your server config, and they should be discoverable from the SleekXMPP home (http://github.com/fritzy/SleekXMPP).