I’m not sure with Blender, it should pop up when you go to compile something(?). blender’s a little confusing, different vers of blender need different vers of python, and python needs its environment variable(windows) set(Rayban linked how-to),
…So if your scripts are for an older version of python you(probably) need to install the vers of blender to go with the vers of python that the script was created for. know what i mean?
Was doing some reading in the blender forum, and it doesn’t look like you can get blender 2.45 to work with py2.4, so it looks like you need blender2.44(uses py2.4):
Your Blender Python version (what shows up in the “Compiled with Python version x.xx” msg) must match your installed Python version.
If Blender says “Compiled with Python version 2.4.x”, you want Python 2.4
If Blender says “Compiled with Python version 2.5.x”, you want Python 2.5
Quote:
can i use a dodge and soft link python2.4 -> python2.5 ?
No, no and no. This was the cheating with env vars I was talking about that will not work.
Bottom line: the easiest thing for you is to install a Blender 2.45 which uses Python 2.5. The lastest Blender is like 2.44, but comes with lots of lovely bug fixes.
The 2nd easiest thing is to leave Blender alone and install Python 2.4
so in short, i guess the export script was made for python 2.4, so you need blender 2.44(not 2.45) to get it working properly.
Blender 2.44
…python.org seems to be down atm, hope you have 2.4 already 
ps, i use 3dsMax6/8, Maya7 btw.