The following is a step by step description of a successful installation in Windows XP 32 bits. Later versions of Windows should also work, but I haven't checked yet.
All commands explained here should be run in a command prompt (start -> run... -> Enter "cmd" in the text box -> Accept)
You can do it in this link: http://www.python.org/ftp/python/2.7.5/python-2.7.5.msi
Then execute the download file and follow the installation instructions.
In the tested case, all default options were chosen (installation path result in "C:\Python27\")
Here is how Microsoft says it can be done.
I did it the following way:
Control Panel -> switch to classic view -> system -> Advanced Settings -> Environment Variables -> (double click "Path") -> append in "variable value" text box the string ";C:\Python27\" -> Accept -> Accept -> Accept
The easy way:
Download the installer from the corresponding Windows version in http://www.voidspace.org.uk/python/modules.shtml#pycrypto. In this case, the exact link is this
Then execute the download file and follow the installation instructions. Default values should be OK.
Download this script and it will do almost all the work for you.
Almost:
Once you have downloaded it (eg. into the file ez_setup.py in current directory), execute it
python ez_setup.py
Download the package from this URL https://pypi.python.org/packages/source/p/python-dateutil/python-dateutil-2.1.tar.gz#md5=1534bb15cf311f07afaa3aacba1c028b
Decompress it (eg. in "python-dateutil-2.1"), and then, from the resulting directory, execute:
python setup.py install
As described in the [Home].