I assume you have source package as binary you can only run and be done with. If you are running Linux command line or similar with tar command you can issue command
tar xvzf package_name.tar.gz
Then you cd to directory created and issue python setup.py install
pyTony
pyMod
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What OS(operating system) do you us?
For windows the brainless binary install(exe,msi) next,next...finish.
List of diffent OS install at pygame site.
http://www.pygame.org/install.html
snippsat
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vegaseat
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