The practical problem is: how should 'The PSF' get a Microsoft-signed certificate?

If you want to experiment with a signed installer, try

http://www.dcl.hpi.uni-potsdam.de/home/loewis/python-2.5.1.msi

In order for Windows to verify the signature, you can install

http://www.dcl.hpi.uni-potsdam.de/home/loewis/osm.cer

first (and remove it from the list of trusted root certificates when you are done, if you are worried about that).

While XP displays the certificate just fine (in Properties/Digital Signatures), my installation of Vista fails to recognize that the file has a signature. Not sure what's wrong here (FWIW, signtool would fail to sign the file as well if run on Vista, but signed it just fine when run on XP).

Regards, Martin