$ git clone http://felixrabe.textdriven.com/pygtk-shell/pygtk-shell.git
Older versions may work, but I might not be able to help out if they don't.
The best way to install those dependencies is to use your operating system's package management facilities. For Microsoft Windows, go to the PyGTK website and look for an all-in-one installer package. I don't know about Mac OS X personally.
You have two options to get PyGTK Shell:
Get the latest source code package and extract it into a directory of your choice.
There is also a Git repository you can clone / pull from:
$ git clone http://felixrabe.textdriven.com/pygtk-shell/pygtk-shell.git
This repository includes the history since the preparation of the release of PyGTK Shell 1.90.0.
Make sure the PyGTKShell package is visible from Python, for example:
# ln -s <pygtk-shell>/PyGTKShell /usr/local/lib/python2.5/site-packages/PyGTKShell
Now you should be able to use the PyGTKShell modules. Continue by reading the tutorial.