Problems With Pygame With Python 3.1

Greetings,

Ok I have finally join over to the linux side of the computing world. I'm running Ubuntu 10.10 on my PC.
Anyways, I have been spending a lot of time installing packages for python and pygame.
I got the latest, 1.9 installed, along with 2.7 and 3.1 python installed and working on my OS. However, when I go over to either one version(2.7 or 3.1) and try to import pygame, I get an syntax error.

I do believe Pygame is not install currently on to my OS, So I got a hold of the source files. Where I'm having troubles at is which files, and where do I put at; inside the directory of the Python 3.1?

In fact, that's my biggest weakness with this whole linux thing. That is I have a very limited understanding of how to put files in the right folders.

Other wise, I do understand the sudo apt-get install, update, upgrade, etc... and of course There is a healthy understanding of the package system.