For the simplest installation of these components, I recommend going with 32-bit installers for the whole process, so all the links here point to the 32-bit versions. First, download and install Python 2.7.3.
Then you will want to install setuptools Setuptools will make it so you can type "easy_install" in the command prompt and add additional packages. It will come in handy for mechanize.
Now you can download and install lxml for Python 2.7.
Up until now they were all MSI installers, but to get mechanize we have to go to the command prompt. To do that, open the start menu, type cmd, and in the command prompt, enter easy_install mechanize
. If typing easy_install doesn't work, make sure to set your PATH (see answer here)
And that's it! For any future libraries, easy_install nameoflibraryhere will do the trick.
So tldr version:
Download and install Python 2.7.3: http://www.python.org/ftp/python/2.7.3/python-2.7.3.msi
Download and install setuptools: http://pypi.python.org/packages/2.7/s/setuptools/setuptools-0.6c11.win32-py2.7.exe#md5=57e1e64f6b7c7f1d2eddfc9746bbaf20
Download and install lxml for Python 2.7: http://pypi.python.org/packages/2.7/l/lxml/lxml-2.2.8.win32-py2.7.exe#md5=deb95d53dbd3734ecfb4f69850758427
In command prompt, type easy_install mechanize
I hope that helps you make the process of installing those on Windows smooth.