I recently installed OSGEO (http://download.osgeo.org/) which included python and gdal. I just realised however that there are many gdal libraries that were not included in this package for example gdal_merge. How can I install them into the osgeo environment?
Go to this link:
Copy everything and save the script as gdal_merge.py.
Put the gdal_merge.py to the your gdal libraries directory(osgeo directory).