one such is activestate python. you can download the different versions of python available for download. be sure you are downloading the version that suits your operating system and needs.
brief note : active state supplies executable for lot of scripting languages. the above url is for python.
Also, if you are first time user of python , i strongly recommend using one of the editors for python. i have used activate state python komodo ide ( trial version) . looks powerful and simple.
it supports a lot of scripting languages too. i have also used editplus , pythonwin, eclipse too.
i don't have a preference , it just helps you find flaws with your syntax and easy to check the definitions for the files that you are importing .
if you want more information about other ide just drop me a email. i will reply.
Note : i have windows7 (64 bit) and python64 bit did not go well with it , so just download 32 bit python , it works for both 64 bit and 32 bit operating systems as well.