Python on Windows

1. Go to http://python.org/download/ and download the latest version of Python 2.7 (2.7.1 at the time of writing). Unless you know otherwise, get the "Windows Installer" version, and not the "Windows X86-64 Installer" version.
2. Start up a command prompt by clicking on the Start menu, clicking the "Run..." option, typing "cmd", and hitting enter. If you are using Windows Vista, you should click on the Start menu, type "cmd" into the Search field directly above the Start menu button, and click on "cmd" in the search results above the Search field.
3. Test your Python install by typing

   \Python27\python.exe
   

   and hitting enter. You should see something like

   Python 2.7.1 (r271:86832, ...) on win32
   Type "help", "copyright", "credits" or "license" for more information.
   >>>
   

4. To exit the Python prompt, type exit() and press Enter. This will take you back to the Windows command prompt.