If you use Python 2.7 with win32 you're in luck, theres an installer right [here](http://www.secker.nl/wp-content/uploads/2012/03/pycrypto-2.5.win32-py2.7.exe) for pyCrypto 2.5
otherwise you're gonna need to compile it, followed by some fancy instructions on how to install pyCrypto over [here](http://www.secker.nl/2012/03/08/building-pycrypto-2-5-using-mingw-and-python-2-7-on-windows-xp/)