Download the correct installer for your machine (you need to know if you have a 32 bit or a 64 bit machine) and follow the instructions
Windows 64 bit machines: Python 3.2.1 Windows X86-64 MSI Installer
Windows 32 bit machines: Python 3.2.1 Windows x86 MSI Installer
Once installed, create an shortcut or alias to IDLE in an easy to find place
Use Windows Explorer to browse to C:\Python32\Lib\idlelib\idle.pyw
Right click on idle.pyw
Select Create Shortcut
Rename shortcut to something you like like IDLE.pyw
Right Click on file with Shortcut to idle pyw
Select Rename from the menu
Enter IDLE.pyw
Drag it to a convenient place like your desktop or place in your taskbar