Installing GDAL in Python on Windows 7?

GDAL is actually a set of toos written in C. As such it needs to be compiled prior to installation, and Windows doesn't come with a C compiler. As such your easiest bet is to download and install pre-compiled binaries of the library. The easiest place to get binaries is from Christoph Gholke who offers a package of the complete GDAL library as well as the Python bindings.

Finally, if you're looking to play with modifying rasters in Python I'd strongly recommend installing rasterio (binaries available from Gholke as well) which is a much nicer wrapper around GDAL and might be a lot easier to use.