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Please help me with downloading python?

I went to the website http://www.python/org/downloads/ and clicked on the yellow button where says Download Python 3.4.1 and I waited and I followed the procedure but when I checked my File Explorer and checked on my documents and downloads, I see python-3.4.1 but what do I do with that? I just want to download the software for python programming. I already have Notepad++ but I heard that I need to download the software for python programming. That's why I'm doing this. Can anyone help me with downloading python? Please tell me what to do step by step with details. Thanks.

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Peter H. | Tutoring in Math, Science, and Computer EngineeringTutoring in Math, Science, and Computer ...
Hi Sun,
Can you tell me the rest of the name for the file you downloaded ? that is, is there a ".tar.xz" on the end of the name ?
Jose S. | Friendly Mathematics, Philosophy, and Computer Science tutorFriendly Mathematics, Philosophy, and Co...
You do need the python software. Run the file you downloaded.  It has been a while since I installed python myself(it is my favorite programming language) but I am trying to remember how to get it up and running quickly and easily.  You can decide for yourself which features to install(it is safe to use the default options).  After doing that to really use python on windows you will want to add python to the path.  This takes just a few steps given in detail here:
(assuming you're running windows 7?  if not google add python to path on whatever OS you're using.
This part is useful because it will enable you to run python as soon as you open the command prompt, and without it you will need to run python from the folder to which it is installed(and will need to type out the path to the program you want to run). 
Let me know if you have any questions or would like some advice on getting started with python.