[SciPy-User] How do I use ols.py?

[Dave]

I found OLS.py in the Cookbook (http://www.scipy.org/Cookbook/OLS),
and would like to use it.  But I don't know how.

Numpy and scipy came with full installers.  OLS.py is just a .py
file.  I'm totally at a loss.

I tried putting OLS.py in various Python directories and then doing an
"import ols" from the commandline, but Python yelled at me.

I'm not a programmer - can anyone help me out?  Where do I put OLS.py
such that I can import it?  Or, what tools do I use to "install" it
the way I'm used to installing a python module?  I'm running a 64-bit
Windows Vista machine, and Python 2.7.