The first thing to do, if you haven't already, is to install Python. You can download Python from www.python.org. As of this writing, the latest versions of Python are 2.0 (stable) and 2.1 (still in beta).
You can start the Python interpreter from the command line. Change to the directory where the interpreter lives, or add the directory to your path. Then type:
On UNIX, Python typically lives in / usr/local/bin; on Windows, Python probably lives in c:\python20.
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