problem with pytz

[ryguy7272]

I just tried running the code from here.
http://www.thealgoengineer.com/2014/download_sp500_data/

I got this error.
Traceback (most recent call last):
  File "C:/Python27/stock_data.py", line 4, in <module>
    import pytz
ImportError: No module named pytz

So, I got here and download the files.
https://pypi.python.org/pypi/pytz/#downloads

I run this:
python setup.py install

I get this error.
python: can't open file 'setup.py': [Errno 2] No such file or directory

I tried this:
easy_install --upgrade pytz


Now, that seems like it downloaded and installed.  So, I re-run the program, and I get the same error I had initially.  
Traceback (most recent call last):
  File "C:/Python27/stock_data.py", line 4, in <module>
    import pytz
ImportError: No module named pytz


I don't get it.  I go to the path 'C:\Python27\pytz' and the folder is right there!  It's right there!  It's a little frustrating because all my problems seem to be exactly the same, which is running scripts that should run easily...bu nothing actually runs.  What else do I need to do to make this thing work?