Actually pip must be installed...

.appveyor.yml

@@ -5,6 +5,19 @@ environment:
       PYTHON_ARCH: "32"
 
 install:
+  # Download setup scripts and unzip
+  - ps: "wget https://github.com/cloudify-cosmo/appveyor-utils/archive/master.zip -OutFile ./master.zip"
+  - "7z e master.zip */appveyor/* -oappveyor"
+
+  # Install Python (from the official .msi of http://python.org) and pip when
+  # not already installed.
+  - "powershell ./appveyor/install.ps1"
+
+  # Prepend newly installed Python to the PATH of this build (this cannot be
+  # done from inside the powershell script as it would require to restart
+  # the parent CMD process).
+  - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PATH%"
+
   # Check that we have the expected version and architecture for Python
   - "python --version"
   - "python -c \"import struct; print(struct.calcsize('P') * 8)\""