I just installed Python today to test out Pygame and when I go to install Pygame it says "needs version 2.4, can't be found." Is there a fix or something for this or do I need to install Python version 2.4 instead of 2.5?

Stick with Python 2.4. 2.5 is a very new release (less than two weeks), so you're not going to find a lot of packages updated for it yet. Heck, I just upgraded to 2.4 a few months ago.

Also, once you start a project, lock down the version you're using until the project is complete, unless there's a new feature you absolutely have to have.