This example requires pyglet library: http://pyglet.
org/
On Debian-based systems you can apt-get install python-pyglet.
You can install it on windows using easy_install pyglet or pip install
pyglet.
At the time of writing this exampke, pip install pyglet or
easy_install pyglet seems to be broken on 64bit MacOSX, So you will probably need to install: pip install hg+https://pyglet.googlecode.com/hg/ and/or read OSX-specific installation instructions on pyglet.org.