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Okay, assuming that you have nothing currently on your system I am giving you the installation steps. Also not that the IDE that I use is eclipse, thus I am including the installation of eclipse in the procedure. Just follow the steps below and it should work.

1. Download python.
2. Download eclipse.
3. In eclipse go to Help->Install New Software.
4. There click on Add. The link that you are to provide is http://pydev.org/updates and the Name should be PyDev (I named it that, you can name it whatever you want to).
5. Select ONLY PyDev and install it.

Now follow the guide given here. It should work.