You must install pypy 2.0+ (by yourself), then install psycopg2cffi:

    $ pip install psycopg2cffi

then install gevent by following instructions in here:

    https://github.com/gevent-on-pypy/pypycore/

then run (don't forget the GEVENT_LOOP environment variable):

    $ GEVENT_LOOP=pypycore.loop pypy sample.py dbname

where dbname is the name of local PostgreSQL database which you have
direct trust access.

Everything is easier done with virtualenv. Also, you may need the development packages of the dependencies:

    * libev-dev
    * libpq-dev