Python and binary compatibility

[Ambush Commander]

I'm a newbie to Python; various packages I've used in the past (Lyx,
LilyPond and Inkscape, to name a few) have bundled Python with them
for various scripting needs, and Cygwin also had an install lying
around, so when I started to use Mercurial (also Python) I decided
that I'd consolidate all of these installations into a single Windows
installation for general use, as well as for me to properly learn the
language.

Whoo, it's been a journey.

The primary problem involves binary extensions to the Python
interpreter itself, which Mercurial uses. The only C compiler I have
on my machine is Visual Studio 2005 Express, but Python's binary
distribution was compiled with VS 2003, so the installer refuses to
compile the package. I understand that Python 3 uses VS 2008, but
that's no good for me as it will probably break all of the scripts.

So, I'm trying to figure out what I should do. Mercurial's binary
distribution was built using MingW, and I do have Cygwin lying around
but I'd like to go for the "native" solution for the most speed. If I
use MingW, I might as well use their pre-packaged binary. I could
recompile Python with MSVC 2005, but I expect that will be its own can
of worms. ActiveState is closed source and appears to have the wrong
MSVC dependencies. All my troubles could apparently be fixed if I
could acquire a copy of VS 2003, but Microsoft has made it incredibly
difficult to find the download for it (I don't think it exists).

Any suggestions?