You'll need to run the command in the command-line window. If you're unfamiliar, here's how to start it up: Click "Start" then "Run..." then type "Cmd" in the open field. Click OK.
Once you're at the command line there will be a little variation depending on where things are located on your PC. If Python is installed properly, you should be able to invoke the Python interpreter from the command-line regardless of your current working directory, so you don't need to unzip java2python under the Python 2.5 folder. You should do something like this: cd \path\to\java2python\unzipped python setup.py install -- http://mail.python.org/mailman/listinfo/python-list
