You need to either have the package already in sys.path, add the directory containing mymod to sys.path in __main__.py, or use the -m switch.
To add mymod to the path would look something like this (in __main__.py):
import sys
import os
path = os.path.dirname(sys.modules[__name__].__file__)
path = os.path.join(path, '..')
sys.path.insert(0, path)
from myprog import function_you_referenced_from_init_file
Using the -m switch would like:
python -m mymod
See this answer for more discussion.