Go to http://www.python.org/ and download a version of python compatible with your version of windows (32 bit or 64 bit).
In my case, I choose to download version 2.7.3, the direct access for this is http://www.python.org/ftp/python/2.7.3/python-2.7.3.msi. As up october 8th.
Point your browser to http://www.eclipse.org/ and download the version called “Eclipse IDE for Java EE Developers” (the first option).
The direct link for this (at this moment, 08/10) is this: http://www.eclipse.org/downloads/download.php?file=/technology/epp/downloads/release/juno/SR1/eclipse-jee-juno-SR1-win32.zip
If it doesn't work, you may instruct eclipse to take the JRE (Java Runtime Environment) creating a shortcut called “jre” inside the eclipse folder.
From this point it is entirely to you to run python or whatever you want.