1. Put the pygdb directory to somewhere, lets call it <dir> in this help file.
2. Add the following lines into your ~/.vimrc:

	python << >>
	import sys

	#Do not use a ~ for home directory
	pygdbdir = "<dir>" 
	sys.path.append(pygdbdir)
	>>

	autocmd BufRead *.c* source <dir>/pygdb.vim
	autocmd BufRead *.c* call GDBMapDefaults()

   where you replace <dir> by the corresponding path of pygdb. You may want to
   add <dir> to the environment variable PATH such that you cou can call pygdb
   from console directly.

   If you like, you can add the following line. It leads to a configuration file
   loading when opening a source file
	autocmd BufRead *.c* :GDBLoadConfig<CR>