You need repoze.who to get the examples working, can be gotten through 
easy_install

    easy_install "repoze.who=1.0.16"

!! 2.0 or newer are missing the form plugin which is used in some instances

Or from the PyPi site if you prefer to do it that way.
Likewise for pyasn1.

You should get the latest version, which is right now 1.0.18 .

You also need xmlsec, which you can find here:

    http://www.aleksey.com/xmlsec/

You may also need:

 mako
 memcached
 python-memcache
 
Apart from that a normal
    
    python setup.py install

will install the package.