Pmw: please help with Windows 98 install

[Jeff Melvaine]

I have downloaded Python 1.5.2 to my Dell laptop under Windows 98, and the
installation works; a simple hello world Tkinter application (copied from
Grayson's book) executes as expected, simply by double clicking its icon in
the browser.  I also downloaded Pmw, but when I try to run a simple Pmw
application (any of the demos, for example) the same way, the MS-DOS console
window stays up for all of half a second and dies without logging a message.

The documentation for Pmw says that the lib directory should be included in
the sys.path variable.  This suggests to me that the import for Pmw is
failing when the console drops out.  When I run a MS-DOS prompt window and
type 'set', I don't see a sys.path variable.  Is this is Unix advice, like
much in the Pmw documentation?

My background: I have considerable experience writing shell and perl scripts
on Unix but I am not a professional Unix systems administrator.  I am at
beginner level with MS-DOS and its relationship to Windows.  I could
probably do the installation of Pmw to Linux more easily, but I have
particular reasons to want to use Python windowing applications in a Windows
environment, including Windows NT on my desktop.

Any help with this problem (including pointers to textbook or internet
resources to help me understand the issues) would be appreciated.