PyBrain -- the Python Machine Learning Library
Quick answer: make sure you have SciPy installed, then : python setup.py install
Longer answer: (if the above was any trouble) we keep more detailed installation instructions (including those for the dependencies) up-to-date in a wiki at: http://wiki.github.com/pybrain/pybrain/installation
Please read : docs/documentation.pdf
or browse : docs/html/*
featuring: quickstart, tutorials, API, etc.
If you have matplotlib, the scripts in : examples/*
may be instructive as well.