Logré instalar pip pero cuando uso pip para instalar la rueda descargada, imprime:

C:\Python34\Scripts\pip install pygame-1.9.2a0-cp34-none-win_amd64.whl
Requirement 'pygame-1.9.2a0-cp34-none-win_amd64.whl' looks like a filename, but the file does not exist
pygame-1.9.2a0-cp34-none-win_amd64.whl is not a supported wheel on this platform

El archivo está en la misma carpeta (Scripts) con pip.

Intenté usar elwheel herramienta también:

C:\Python34\Scripts\wheel install pygame-1.9.2a0-cp34-none-win_amd64.whl
Traceback (most recent call last):
  File "C:\Python34\lib\site-packages\wheel\tool\__init__.py", line 358, in main
    args.func(args)
  File "C:\Python34\lib\site-packages\wheel\tool\__init__.py", line 301, in install_f
    args.wheel_dirs, args.force, args.list_files)
  File "C:\Python34\lib\site-packages\wheel\tool\__init__.py", line 202, in install
    raise WheelError("No such wheel file: {}".format(req))
wheel.tool.WheelError: No such wheel file: pygame-1.9.2a0-cp34-none-win_amd64.whl
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
  File "C:\Python34\lib\runpy.py", line 170, in _run_module_as_main
    "__main__", mod_spec)
  File "C:\Python34\lib\runpy.py", line 85, in _run_code
    exec(code, run_globals)
  File "C:\Python34\Scripts\wheel.exe\__main__.py", line 9, in <module>
  File "C:\Python34\lib\site-packages\wheel\tool\__init__.py", line 361, in main
    sys.stderr.write(e.message + "\n")
AttributeError: 'WheelError' object has no attribute 'message'

Yo uso PowerShell, por favor ayuda!