Help Setting PATH w/Python and Win98

[Al]

Hi 

I am new to programming and am currently doing a Python Tutorial at
 http://softwaredev.earthweb.com/sdopen/article/0,,12382_626311,00.html

On that page it says I must set the path in Windows to the directory
where the Python.exe is located so that I can execute Python script. 
I can get around DOS a bit to do this but not sure how to do it
exactly.  Could someone tell me what I must do?

Also it says I must make the directory containing my first script file
my CURRENT DIRECTORY from the COMMAND PROMPT IN DOS. How do I do this
too?

Thanks

Al