PyGreSQL on Cygwin installation

Hello,
I'm new to PostgreSQL and to Python.
I'm trying to connect to PostgreSQL from Python, but it doesn't work. I've
installed Cygwin on my PC (Windows XP) with the packages PostgreSQL and
Python. Then I tried to install the pg module (PyGreSQL)
(http://www.druid.net/pygresql/).
I've followed the instructions of the readme file (compiled PyGreSQL as
a
stand-alone module), but I get a long list of errors and warnings. Finally
when I will connect, I get the message: 'module' object has no attribute
'connect'
Any suggestions???
What is the advantage installing PyGreSQL as Stand-Alone to the compiling
in
Python Interpreter?

Thanks for any information and help.
Daniela