How do I install Python packages on Windows?

The accepted answer is outdated. So first, pip is preferred over easy_install, (Why use pip over easy_install?). Then follow these steps to install pip on Windows, it's quite easy.

1. Install setuptools:

   curl https://bootstrap.pypa.io/ez_setup.py | python
   

2. Install pip:

   curl https://bootstrap.pypa.io/get-pip.py | python
   

3. Optionally, you can add the path to your environment so that you can use pip anywhere. It's somewhere like C:\Python33\Scripts.

Newer versions of Python for Windows come with the pip package manager. (source)

pip is already installed if you're using Python 2 >=2.7.9 or Python 3 >=3.4

Use that to install packages:

cd C:\Python\Scripts\
pip.exe install <package-name>

So in your case it'd be:

pip.exe install mechanize