It's been a long time since I tried to install Blender, but you might check your install log (if it created one) and look for any errors relating to a Python interpreter or runtime environment. And/Or look to see if any such thing is available as an option when you do your install.
Python isn't exactly a standard scripting language on Windoze systems and if you didn't get it from the Blender installation, you may not have it at all. I seem to remember that Blender grew up on Unix/Linux with OpenGL, with the Windows/DirectX port coming later on. I'm not saying that's a bad thing, just that you might not have the correct framework on your computer. Only time I've encountered Python (other than the Monty variety

) on a Windows platform is a server where I'm running MS Unix Services for Windows, something I'm positive most people don't have installed on their gaming system.
Anyway, that's just an idea. As IanG said, you can probably get a more definite answer on a Blender forum. It's popular S/W and your problem has surely come up before.