I’ve downloaded nevest version of Blender and there is a python23 dll, so do I have to still install python 2.3 or not [>]
No, not really. Blender is shipped with some basic Python which allows you to run basic scripts without installing the “full” Python. The Python scripts that are included with Blender AFAIK don’t need a full Python installation to be run. It is necessary if you download more advanced scripts though. Blender currently only works with Python 2.3.4 (and lower). Python 2.4 will get you all kinds of errors.