I just installed PyGame 1.9.1 (onto an existing python 2.6.4). Python and it standard libraries work, however, there is a problem with python even being able to find the pyg
If you are running a 64 bit version of windows, with a 64 bit python, the default installers on the Pygame site don't seem to work.
The pygame website led me there: There are some pre release binaries for 64bit windows, and for python 2.7 at http://www.lfd.uci.edu/~gohlke/pythonlibs/#pygame