...and Blender won't work. I get this message in a command prompt DOS-like window when I boot it up, and whenever I try to use a menu in blender everything just goes...well, crazy

"Compiled with Python version 2.5.
'import site' failed; use -v for traceback
Checking for installed Python... No installed python found.
Only built-in modules are available. Some scripts may not run.
Continuing happily."
So I guess I need Python. After looking it up I found out it is a programming language. How do you "get" a programming language?

Any help?
I'm running windows XP service pack 2.