I'm sorry to hear that you are having trouble.
It helps if you can decipher the PyGame file naming conventions. Here is the link you'll need to the Python 3.1-specific version of the PyGame download:http://pygame.org/ftp/pygame-1.9.1.win32-py3.1.msi
which is the Windows 32-bit compatible version of PyGame (win32) for Python 3.1 (py3.1). Note that trying this with anything other than the 32-bit version of Python for Windows, here:http://www.python.org/ftp/python/3.1.3/python-3.1.3.msi
is not guaranteed to work. So, all bets are off if you are running Python 3.2 and (also) all bets are off if you try to install the 32-bit PyGame onto 64-bit Python 3.1.
Both of these downloads (PyGame and Python) are Microsoft Windows self-extracting installers (.msi), so they should download, run and install without a hitch. Once done, you should be able to run the code in the book without the compatibility issues you report. FYI: these are the versions that David and I tested on when working on that and later chapters.
I hope this helps.