This guide assumes you are installing Python on a Windows desktop machine.
Install Python. Go to
http://www.python.org/ftp/python/2.3.5/Python-2.3.5.exe and run it. Install into c:\python23
Install PyWin32. Go to
https://sourceforge.net/project/showfiles.php?group_id=78018 and download pywin32-203.win32-py2.3.exe
Go to
http://sourceforge.net/project/showfiles.php?group_id=1369&package_id=1351 and get Numeric-23.8.win32-py2.3.exe
Download SciPy from
http://www.scipy.org/download/scipy/win32/SciPy_complete-0.3.2.win32PIII-py2.3-num23.5.exe
Download readline-1.12.win32.exe from
http://sourceforge.net/project/showfiles.php?group_id=82407&package_id=84552
Download ctypes-0.9.6.win32-py2.3.exe from
http://sourceforge.net/project/showfiles.php?group_id=71702
Download
http://ipython.scipy.org/dist/ipython-0.6.12.win32.exe
Download
http://www.pygame.org/ftp/pygame-1.6.win32-py2.3.exe
Download
http://effbot.org/downloads/PIL-1.1.4.win32-py2.3.exe
Download
http://www.vpython.org/download/VPython-2003-10-05b.exe
Download
http://prdownloads.sourceforge.net/matplotlib/matplotlib-0.73.1.win32-py2.3.exe?download
OK, now go read http://hetland.org/python/instant-python. Use IPython (you'll find it in the Windows Start Menu) a s an interactive environment.