I\'m trying to install Django 1.4.3, but when I execute pip install, pip keeps installing Django 1.5 version instead 1.4.3
sudo pip install -I Django==1.4.3
As limelight says, you should empty your cache and build directories, or pass in a temporary clean location with the --download-cache and flag.
$ pip help install
[...]
--download-cache Cache downloaded packages in .
-b, --build Directory to unpack packages into and build in. The default in a virtualenv is "/build". The default for global installs is
"/pip-build-".
I'd like to warn any readers to not use sudo pip install to install Django. It installs Django system-wide. And changing the system-wide version could break system-packages that depend on it. For instance, Ubuntu MAAS and Cobbler depend on the system django package. These are typically services you don't want to break.
If you need a different version than the system-package, use virtualenv to isolate your dependencies from the system.
OP seems to be on OSX and I don't know of any server-wide Mac Django, but that may change. Consider installing python packages with sudo at par to changing the system-installed python with python 3; it might work for now, but have some paracetamol in stock, as you're in for some headaches.