When you get to http://python.org, you should see a list of links on the left (such as "About", "News", "Documentation", "Download", and so on). Click on the Download link to go to the download page, then look for the file called "Python 3.2 Windows Installer (Windows binary -- does not include source)" and click on its link to download Python for Windows.
Double-click on the python-3.2.msi file that you've just downloaded to start the Python installer. (If it doesn’t start, try right-clicking the file and choosing Install.) Once the installer starts up, just keep clicking the Next button and just accept the choices in the installer as you go (no need to make any changes). When the install is finished, click Finish.