I am using Python 2.7.9 on a Windows 8 computer.
I tried to install lxml by typing pip install lxmlin Windows PowerShell after typing python
Starting from Python versions 2.7.9 and 3.4.0, 'pip' is already included in the regular install. Check if the path to the 'Scripts' directory inside your Python installation directory is contained in your system's 'PATH' environment variable, so 'pip' can be found.
Look here for more information:
How do I install pip on Windows?
Edit: Sounds like you are trying to run pip inside python, You shouldn't get an 'invalid syntax' error through the command prompt. More like "'pip' is not recognized". Try simply just opening command prompt and typing 'pip help'