Seems like Python can be easily integrated in Visual Studio 2010, I found various articles and the relative plugin needed.
I doesn't work for my VS 2010 Express though. I doubt it only works for the commercial version.
Is there some other way to enable the Python language in VS 2010 Express?
Express doesn't allow you to install extensions like IronPython Tools (which I assume you're talking about?).
Luckily according to this they have a standalone variant that works with the VS shell, which can be downloaded here. Haven't used it myself because thanks to my academic license I get the newest VS for free (very nice from MS that) ;)