Django: setup.py install - access denied?

I have recently asked this question and this one

Now i think I know the answer to my questions....it's all because i installed django using pypm... and something else is wrong!

I did as they said, the first answer: start over, the 2nd answer: pydev do not detect detect django if installed from pypm

so i decided to start over, from 0....uninstalled django from pypm and deleted every other folder related to django and decided to install django the old fashion way, when I run

setup.py install 

instead of installing the django setup, what happen is there's a file called django-admin.py opens in pype!!! (i don't know from where it's created!!)

so I deleted pype - just to see what would happen and run the same command what happen now is the open with window shows up and it asks me to choose a program to open django, if i press cancel, it says `access denied

i'm using windows xp pro by the way

EDIT

so here's what happens, as I said earlier, pydev is not detecting django when installed with pypm, I managed to install django as KillianDS said

python setup.py install

but still pydev do not detect it, although, it is configured correctly

I uploaded the images just to prove it and as i said python is installed using activepython, please don't tell me to remove it and install it from python.org because I am totally convinced, there's something wrong with pydev

Did you try this simple method (actually the easiest of them all when it comes to installing).

1. Open a DOS shell (start->Run...>cmd)
2. cd to the directory you extracted django to (e.g. cd "My Documents\progging\python\Django-1.3"
3. execute python setup.py install (so explicitly give python as a program, not setup.py)