when you start up blender it will say “compiled with pythonX.X” (x.x = numbers) thats the version you will need for blender 2.49 and older. 2.5 already includes python with blender. msi = microsoft installer. it slould install its self to c:pythonXX . to use the msi file you should just have to double click on it. what version of blender are you useing? if you are useing blender 2.49 official build (the one you get from blender.org) you will need python 2.6 for windows. http://www.python.org/download/releases/2.6.5/