How to get Collada to work?

I have Blender 2.46. And I have got I have to unpack it? And where to unpack it?
Or I have to install python some version - Which version? Here:
I am told - NOTE: this plug-in does not work with Python 2.5.

Trying to import a dae-file I get this message in Blender:

Please set path in
And I am told to set the path like this:
C:/ Program Files/Blender Foundation/Blender/.blender/scripts/bypmodules/colladaImEx

But Windows refuse to make a map starting with a point like in .blender…
Thanks in advance!

hi freeblender,
Collada script from 2.46/2.47 needs full Python 2.5 installation on Windows