If you installed official Python distribution from www.python.org you should also install Python for Windows extensions:
home page: http://starship.python.net/crew/mhammond/win32/
download page: http://sourceforge.net/project/showfiles.php?group_id=78018

Make sure to select installer version corresponding to your Python version, that is pywin32-210.win32-py2.5.exe if you have Python 2.5.x

If everything was installed correctly you should be able to run this python script:

import win32api
import win32com.client
WshShell = win32com.client.Dispatch('WScript.Shell')
WshShell.Run('notepad.exe')
win32api.Sleep(1000)
WshShell.SendKeys( 'everything is ok{ENTER}' )