Instructions for Downloading & Installing Pygame for Python
(All Versions, as of 2016)

WARNING: I was young when I made this so excuse the way of speaking.

Step 1

You'll need python version 3.4.2, so you must uninstall any other versions to avoid confusion.

Step 2

Then click here to download and install python 3.4.2.

Step 3

Follow the instructions and wait until it is ready for use.

Step 4

Now click here to download the pygame-1.9.2a0-cp34-none-win32.whl file.

Step 5

In C:\Python34\Scripts hold the shift key and right click. Click on Open new command window here.

Step 6

In the command window you have opened, type in pip3 install pygame-1.9.2a0-cp34-none-win32.whl.
It will say something like:

Unpacking C:\Python34\Scripts\pygame-1.9.2a0-cp34-none-win32.whl
Installing collected packages: pygame
Succesfully installed pygame
Cleaning up...

And it will then just say C:\Python34\Scripts>, which means that pygame has now been installed!

Step 7

Go to the Python 3.4.2 Shell, and type in import pygame - if there is an error, pygame didn't install properly, otherwise, it worked!
You can then import pygame.examples.aliens as game, and then on the next line type in game.main() to see a professional pygame example.