On Windows, please download the Python (xy) distribution.
On Mac OS X, Linux, (or Windows), please install the EPD free distribution.
It is very important that you choose an editor which you are comfortable with, and which is Python-savvy.
For Windows, you can just use Spyder, which is integrated to Python(xy).
All the files that you edit should start with the following lines
from __future__ import division from pylab import * from scipy import * from scipy.linalg import *