Installing Python in Windows
It should be pretty simple to install python in windows, just download the Python 2.5.x installer from http://python.org/download/. it's also probably a good idea to add a few python dirs to your PATH (C:\Python25 by default, if you change it or it goes somewhere else on the system use the other path in the following instructions), to do that you could:
Open the control panel (My Computer -> Control Panel, or in XP+ Start Menu -> Control Panel)
- In XP+ Change to classic mode if you're not in it already (should have an option on the left side menu)
System -> Advanced Tab -> Environment Variables -> scroll down the System variables pane until you see the PATH Variable, double click it to edit it
- add ;C:\Python25;C:\Python25\Scripts to the end of it (the ; is a directory separator, it specifies that one directory path has ended and the next has started), C:\Python25 contains the python and pythonw executables and the Scripts dir will contain some python programs like bzr after you install them.
start up a Command Prompt (Start Menu -> (All Programs in XP, Programs otherwise) -> Accessories -> Command Prompt) and make sure python -V works and prints out Python 2.5.x