I got a new laptop and tried to install python on it. But it gave me 2503 2502 error. I had installed python on other windows 8 machines and never had this problem.
2503/2502 problem is caused by insufficient permission, which should be fixed easily, just right-click and then "run as Administrator", right? Wrong! There's no "Run as Administrator" option available for MSI (windows installer) file.
Now the solution: open explorer, find your way to C:\Windows\System32, locate cmd.exe, right click it, then "Run as Administrator". (If that's too complicated, try this: press "windows+Q", type "cmd", right click "Command Prompt", then "run as administrator").
Now cd to the directory where download the MSI file, then type the filename and enter. Install as usual.