How to install python-dateutil on Windows?
If dateutil is missing install it via:
pip install python-dateutilOr on Ubuntu:
sudo apt-get install python-dateutil
Why didn't someone tell me I was being a total noob? All I had to do was copy the dateutil directory to someplace in my Python path, and it was good to go.
Looks like the setup.py uses easy_install (i.e. setuptools). Just install the setuptools package and you will be all set.
To install setuptools in Python 2.6, see the answer to this question.