Anaconda for Windows

Forget about ActivePython or stock installation. Use Miniconda is much easier.

http://conda.pydata.org/miniconda.html

Download "miniconda" from above link. Even for Windows it works just fine.

Miniconda should have modified your PATH. Make sure by running

where python

see if this the output points to the Miniconda installation.

Create a new environment by 

conda create -n env_name python=2.7 pip gevent

This saves time from complex compilations for binary packages like Gevent or NumPy.

Start using the new environment by 

activate env_name