cPickle.dump(pickleFile, lst)
help(cPickle.dump)
Help on built-in function dump in module cPickle:
dump(...)
dump(obj, file, protocol=0) -- Write an object in pickle format to the given file.
See the Pickler docstring for the meaning of optional argument proto.
Looks like the order's backwards... try instead: cPickle.dump(lst, pickleFile)