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

1. Extract all the zip contents of eclipse
2. Move (if you consider apropriate) the uncompressed folder to a proper location (c:\program files can be an excelent place)
3. Create (if you consider apropiate) a shortcut to the “eclipse.exe” file and that's it
4. Check out that it works executing eclipse

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.

1. Run eclipse
2. Help → eclipse marketplace
3. Search for “pydev”
4. clik on install
5. Accept, accept, accept and restart eclipse when required

From this point it is entirely to you to run python or whatever you want.