I wonder if it\'s possible to install python packages without leaving the IPython shell.
I like hurfdurf's answer, but on its own iPython may not recognize the new module (especially if it adds to the library path). Here's an augmented example with iPython 3:
import pip
pip.main(['install','pygame'])
# import pygame at this point can report ImportError: No module named 'pygame'
import site
site.main()
# now with refreshed module path...
import pygame