Python 版本：2.6
下载地址：http://www.python.org/download/releases/2.6.1/
下载msi文件并安装

MySQLdb版本： MySQL-python-1.2.2.win32-py2.6.exe
下载地址：http://home.netimperia.com/files/misc/MySQL-python-1.2.2.win32-py2.6.exe
参见：http://sourceforge.net/forum/forum.php?thread_id=2316047&forum_id=70460

常见问题：
1.ImportError: DLL load failed: 找不到指定的模块。
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>>> import MySQLdb
Traceback (most recent call last):
  File "", line 1, in
  File "D:\usr\local\Python26\Lib\site-packages\MySQLdb\__init__.py", line 19, in

    import _mysql
ImportError: DLL load failed: 找不到指定的模块。
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解决方法：下载libmmd.dll(附件)和libguide40.dll(附件)两个dll文件并复制到python安装目录的Lib\site-packages下。
参见：http://sourceforge.net/forum/message.php?msg_id=5613887

2.ImportError: DLL load failed: 找不到指定的模块。
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>>> import MySQLdb
D:\usr\local\Python26\lib\site-packages\MySQLdb\__init__.py:34: DeprecationWarning: the sets module is deprecated
  from sets import ImmutableSet
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解决方法：
1) file "__init__", replace: 
 
from sets import ImmutableSet  
class DBAPISet(ImmutableSet):  
 
with  
 
class DBAPISet(frozenset) 
 
2) file "converters.py", remove: 
 
from sets import BaseSet, Set 
 
3) file "converters.py", change "Set" by "set" (IMPORTANT: only two places): 
 
line 48: return set([ i for i in s.split(',') if i ]) 
line 128: set: Set2Str, 
参见：http://sourceforge.net/forum/message.php?msg_id=5808948