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I'm learning python on the fly, but I tend to ask a lot of question on freenode's #python. Installing lxml wasn't so bad. I just did "pip install lxml" (easy_install lxml should work too) on my Debian VPS and home server. Seemed to work for me.

I am sticking with lxml only for my scraping and html5lib to do my richtext parsing.

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Glad to hear it was so easy for you! For some reason, before I found a great tutorial, I kept running into errors on my installations. First it was because I didn't even have setuptools installed, then I didn't have some other dev dependencies, then I just got plain stuck. But after I got it up and running it was smooth sailing RE scraping!

Installing development headers is an essential sysadmin skill. Any failed python extension install should make it clear which headers are missing, and you will want to search for the matching package, usually suffixed with "-devel" (at least on Debian and RedHat systems). So if you see an issue with libjpeg, you will look for libjpeg-devel, zlib -> zlib-devel, etc.

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