First, make sure you're set up for development, including compilers you may need for your particular package (note - "pure python" packages won't generally need any of the stuff described on that page).
First a general note about "easy_install." Easy install will make the act of installation go a little faster. But then, for the rest of the life of that package, EVEN IF YOU'RE NOT USING IT, it will slow down your python interpreter startup EVERY TIME by just a little bit. If you install a lot of packages, this is very annoying. So, I recommend downloading and installing from source at all times for "serious" long-term use.
For this part of our little adventure, you should understand tar, cd and sudo at a minimum (though you can use something like "Archive Manager" instead of tar if you'd rather go graphical). You'll also want a basic conception of working directories and files. In order to learn about the commands above, you can use man. And, happily, to learn about man, you can also use man: just type man man in a terminal.
You may need to install the python development libraries and setuptools. On Ubuntu (and perhaps Debian) systems, these are python-dev and python-setuptools. These are bundled with EPD and the system installed python on OSX. For a "python.org" install, you'll need to install setuptools.
Now,
simply download and unarchive the .tar.gz or .tar.gz file for the package you want to install (it will probably be available from a link called "Source" or "Download" if not immediately apparent). Then, change into the directory you've just
created.
In the packages source directory, execute the following:
python setup.py build
This will check your dependencies and either stop or fail if they're not all found. If an installer asks to continue when it sounds like you probably shouldn't, tell it Not to conitnue and try to figure out what you still need to install. If the build stage complains about something you know you don't care about, don't worry and just tell it to continue!
Once that's done, you should install the thing, for which you'll need root permissions:
sudo python setup.py install
And, if you want to be extra sure everything's OK, you can often do the following:
python setup.py test
But, that's not always supported.
I've had heaps of trouble with the python-objective C bridge. The above method is too complicated for my little mind, probably yours too. For now, the following incantation seems to work (not sure if the MACOSX_DEPLOYMENT_TARGET bit is necessary, and obviously it should be set to your OS X version!):
export MACOSX_DEPLOYMENT_TARGET=10.6 easy_install pyobjc-core pyobjc
Hopefully there's a binary installer. Windows doesn't have a straightforward path (yet) to set up a C compiler