well, I'm currently using emacs 23 (just compiled from CVS), and Python syntax highlighting is activated by default. I'm pretty sure that in emacs 22 it's the same.
Try the following:
open a python file, and see if the global mode changes to (Python) and then do "M-x font-lock-mode"
If it doesn't, you might want to search for a python-mode.
Also you have to actually create the .emacs files and insert elisp code there , probably you want to enable font-lock mode for Python files automatically so you should put something like this in your .emacs file:
I'm back... again...