Syntax error on Vista

Environment: Vista 32 bit on x86. Intel core2 deo dell laptop.
Installed python for the first time.
downloaded youtube-dl.py
on command prompt, when I ran "youtube-dl http://www.youtube.com/watch?v=AmOiOKDsNLw"
I get this error:

C:\downloads>youtube-dl.py http://www.youtube.com/watch?v=AmOiOKDsNLw\\
File "C:\downloads\youtube-dl.py", line 227
print (u'%s%s' % (message, u'\n', u''[skip_eol])).encode(locale.getpreferredencoding()),
^
SyntaxError: invalid syntax

C:\downloads>

(The ^ is pointing at second single quote char after the second %s in print statement)