You may use PyPM to install (pre-built binary package of) pycrypto:
C:> pypm install pycrypto
Ready to perform these actions:
The following packages will be installed:
pycrypto-2.0.1
Get: [pypm.activestate.com] pycrypto 2.0.1-1
Installing pycrypto-2.0.1
To list the files installed, type:
C:> pypm files pycrypto
C:\Users\sridharr\AppData\Roaming\Python\Python26
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\AES.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\ARC2.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\ARC4.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\Blowfish.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\CAST.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\DES.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\DES3.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\IDEA.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\RC5.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\XOR.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Cipher\__init__.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\HMAC.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\MD2.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\MD4.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\MD5.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\RIPEMD.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\SHA.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\SHA256.pyd
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Hash\__init__.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Protocol
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Protocol\AllOrNothing.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Protocol\Chaffing.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Protocol\__init__.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey\DSA.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey\ElGamal.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey\RSA.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey\__init__.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey\pubkey.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\PublicKey\qNEW.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Util
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Util\RFC1751.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Util\__init__.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Util\number.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Util\randpool.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\Util\test.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\__init__.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\Crypto\test.py
C:\Users\sridharr\AppData\Roaming\Python\Python26\site-packages\pycrypto-2.0.1-py2.6.egg-info
PyPM can be installed by installing ActivePython.