I would suggest that if you don't have the skill to read arbitrary code from the Internet and understand it, especially if the author is targeting Bitcoin users, that you do not run such code on your computer - it could as easily have obfuscated "upload wallet.dat to hacker" code.
The code snippet you linked is for executing a trade on btc-e, you must do more than just click on it, it requires your api key and secret key be added to the code, and you must use command-line parameters to specify what currency and type of order you wish to execute. It says that on line four of the code. Original thread:
https://bitcointalk.org/index.php?topic=97359.msg1075244#msg1075244All that is needed is to download and install Python. For Windows:
http://www.python.org/ftp/python/2.7/python-2.7.msiThe code only requires standard libraries, but you may find other advanced code that require other common-but-not-included libraries, such as greenlet, twisted, zope, boost, etc.
Here is some code which takes command line options; try saving this as
example.py and running it from the command line. Master this first:
import sys; print ' '.join(sys.argv)