As the error message says, the "pyx" project has tried to directly install files to C:\Python27 even though its setup script was explicitly asked to install them elsewhere.

From glancing at the setup script, it would appear that the specific problem is that it's trying to run 'install_data' before 'install_lib', but setuptools runs them in the opposite order, in order to be compatible with other packages that do weird things with install_data.

It's unlikely that setuptools can be changed to support running install_data first, without it causing other packages' installations to break.

OTOH, pyx's setup.py doesn't actually *need* to run install_data first; it can simply move the code in install_data.run() to install_lib.install() without loss of functionality.