OpenBayes is really easy to install (as well as most of the Python packages) :

Installing from source

1. Download the latest source files from the Download section
   
2. Install by typing on the command prompt :

python setup.py install

NOTE: on linux systems you might have to use 'sudo'

Another way to do this is to simply extract all files in the .tar.gz package into your pythons site-packages directory.

To import OpenBayes into your python environment use

import OpenBayes

For Windows Users

Simply download the Windows (.exe) executable file from the Download Section, extract it and run it. Then simply follow the instructions.

Thats' all. Enjoy !