Egg Install Guide
I've found that the simplest way is by using Philip Eby's easy_install
2) rename it easy_install and place it on your path
3) easy_install http://peak.telecommunity.com/dist/setuptools-0.3a3-py2.4.egg
That gets your setuptools and easy_install going
and you should be done...
If you want to try installing everything from eggs, you'll have a few problems - I hope these can get sorted as they could make installing and dependencies etc,. a painless process I'm looking forward to when I can do 'easy_install pyramid' and all dependencies follow .. I think docutils should work but I've not built a roman egg for it yet. Twisted 2 and Zope Interfaces definitely don't work so you'll have to build those from source. Pyramid also doesn't work as it requires a script (which eggs will support soon I believe).
easy_install http://pyramid.pollenation.net/download/docutils-0.3.10-py2.4.egg (this needs the roman module which I haven't built an egg for or tested yet)
Pyramid installs but doesn't copy the scripts out... this could be fixed soon but for now install from source
not sure about twisted yet from what I've seen twisted doesn't currently work (has a zope dependency and zope can't be built as an egg yet, twisted needs scripts also.)