  We report measurements of the in-plane magnetic penetration depth $\lambda$
in single crystals of SmFeAsO$_{1-x}$F$_y$ ($x\simeq y \simeq 0.2$) with $T_c
\simeq 45$ K. We find that at low temperature $\lambda$ has an exponential
temperature dependence which suggests that the Fermi surface is fully gapped.
The magnitude of the minimum energy gap, $\Delta_1=1.1\pm 0.1 k_BT_c$ at T=0 K,
is significantly smaller than the BCS weak-coupling value suggesting that the
gap is either strongly anisotropic or varies significantly between the
different Fermi surface sheets. Our data fits well a two gap model with an
additional larger gap of magnitude $\Delta_2 = 1.8\pm0.2 k_BT_c$ which is
associated with $\sim 80$% of the total superfluid density.
