Just figured it out and want to share it with newbies like me.
1. Download source code and extract it into a folder;
2. cd into the folder and command: sage setup.py install

Then sage will automatically install the package so that you can use
the package in sage. I guess it should work for most packages. Great
Sage!

On Sep 11, 1:41 pm, Zheng <[email protected]> wrote:
> Hi,
> Sage is really a nice interface for python users. However, does anyone
> know how to install additional packages not in the optional packages
> list? For example, install pulp from COIN-OR. I saw a discussion 
> herehttp://groups.google.com/group/pulp-or-discuss/browse_thread/thread/b...
> however it fails for my sage-4.7 and python-2.7 version in the 4th
> step. Thanks.

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