http://www.cc.gatech.edu/classes/AY2012/cs2316_fall/presentations/HOWTO_install_pymysql_windows.pdf
1. go to the fold of the package you want to install, it should have a "setup.py" file
2. run the command in cmd
C:\Python27\python.exe setup.py install
python install package on windows
原文：http://www.cnblogs.com/phoenix13suns/p/4416174.html