At the time of this writing, Nose's home page is http://code.google.com/p/python-nose/, with downloads available at http://code.google.com/p/python-nose/downloads/list. Go ahead and download the latest version, and uncompress it into a temporary directory. If you're using Windows, you'll need a program such as 7-Zip (http://7-zip.org/) to uncompress the file; Linux and Mac users won't need any special software.
After uncompressing Nose, we need to install it. Everything we had to consider when installing Mocker applies here too: If you installed Python, you can just change to the Nose directory and type:
$ python setup.py install
If you didn't install Python, but you're using version 2.6 or higher, you can instead type:
$ python ...