how to install easy_install

[rusi]

I tried to install easy_install (This is on windows)
I downloaded the executable and ran it. It claimed to have done its
job.

But now when I type easy_install at a cmd prompt I get
easy_install is not a command...

[I guess I am a perennial noob to windows, never being able to
comprehend the PATH lookup logic (or lack of it)]

Another related question: I gather that easy_install is being
superseded by pypi or some such but I cant find the link...