The title says it all. I do see similar questions, someone suggested about http://www.lfd.uci.edu/~gohlke/pythonlibs/#pygame, but all the pygame downloadable files are in .whl format which I have no idea how to run on Windows 7. I tried "cd [directory] > pip install [filename]" without success.
This worked from me (Windows 7, python 2.7, 64 bit):
pip install C:/Users/ujjwal.karn/Downloads/pygame-1.9.2a0-cp27-none-win_amd64.whl
I downloaded the file pygame-1.9.2a0-cp27-none-win_amd64.whl from http://www.lfd.uci.edu/~gohlke/pythonlibs/#pygame as well.
In general, whl files are installed with pip:
pip install whatever.whl