Where to put the pyproj files?

[MartinGebske]

Hey folks,
I might be too stupid for this. I'm on Windows and downloaded the pyproj files from the link in the error message.
Now the question is what should I do with it? Put it in some folder?
I've got three folders:

info, Lib, Scripts

scripts contains an exe file which appearently do nothing.

I have QGis installed, also executed the OSGeo4 Setup (with obvious no impact)...
Could you please give me a small hint what to do next?

Thanks in advance!