one such is activestate python. you can download the different versions/releases of python . 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.