Here is the main Web page about Python.
There are two reasonable choices for which version of Python to install. We will use Python 3.1 or 3.2 although for our purposes it should not make much difference. It is best for you to install the newest version of Python from the Python webpage. Even if you start out with an old version you shoule install the version from the Python webpage as soon as you can.
Click on the installer icon, and then just keep clicking "Next" to accept the standard installtion options, and finally "Finish".
Note: For Windows Vista, you may instead have to right-click on the installer icon, and then select "Install as Administrator".
When you are done, if you left-click on the Start menu at the bottom-left of your screen, and then "All Programs", you should see "Python" in the list of programs you can run. Click on it, and then select "IDLE- Python Interpreter" to get started!
Here are some instructions from python.org From the download page, download the .dmg for Python. After installing, you should find Python in the Applications folder, and you can put the IDLE icon on the dock.