Assuming you have Python and Apache installed already go and download mod_python from http://www.modpython.org/

Extract and place the mod_python.dll in modules sub directory where apache is installed ie: c:\program files\apache group\apache\modules

Modify the http.conf file, add to the Dynamic Shared Object section the following:

LoadModule python_module modules/mod_python.dll

Add to the ScriptAlias the following:

<Directory "<Your Document Root>/python">
AddHandler python-program .py
PythonHandler apache
PythonDebug on
</Directory>

Create Test file name helloworld.py store in /python directory (/python directory should be created directly under the document root ie: htdocs/python) with the following content:

from mod_python import apache

def handler(req):

req.content_type = "text/plain"
req.send_http_header()
req.write("Hello World!")
return apache.OK

Restart Apache and point to the newly created file, you should see the Hello World output