1. Install WinPython: http://sourceforge.net/projects/winpython/?source=dlp
This will install python distribution package together with numpy, scipy, etc.
2. Register Python using "WinPython Control Panel.exe" under WinPython folder.
3. Download and run scikit-learn installation executable. Make sure their versions are matched.
--Simple Test
>>> from sklearn import linear_model
>>> clf=linear_model.LinearRegression()
>>> clf.fit([[0,0],[1,1],[2,2]],[0,1,2])
LinearRegression(copy_X=True, fit_intercept=True, normalize=False)
>>> clf.coef_
array([ 0.5, 0.5])
>>>
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