Installing ActivePython
Here is the procedure for installing ActivePython:

Download ActivePython from http://www.activestate.com/Products/ActivePython/.

If you are using Windows 95, Windows 98, or Windows ME, you will also need to download and install Windows Installer 2.0 before installing ActivePython.

Double-click the installer, ActivePython-2.2.2-224-win32-ix86.msi.

Step through the installer program.

After the installation is complete, close the installer and choose Start->Programs->ActiveState ActivePython 2.2->PythonWin IDE. You'll see something like the following:

PythonWin 2.2.2 (#37, Nov 26 2002, 10:24:37) [MSC 32 bit (Intel)] on win32.
Portions Copyright 1994-2001 Mark Hammond (mhammond@skippinet.com.au) -
see 'Help/About PythonWin' for further copyright information.

Assuming you have installed Python, you can open a terminal or shell prompt. With the terminal open, type 'python' and press the 'Enter' key. You will immediately be transported into the Python live intepreter; your screen will probably look similar to this:

al@osprey:~$ python
Python 2.4.1 (#2, Mar 30 2005, 21:51:10)
[GCC 3.3.5 (Debian 1:3.3.5-8ubuntu2)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>>

Now you can enter your program‍;‍ everything is read in real-time, loops iterate immediately unless they are part of a function or class.