When i compile it and try to run the AIML exe, it says "WARNING: No match found for input: load aiml b" and anytime i try typing,
This error means that you didn't copy the AIML files into your execution path. It has to have something to load! The aiml files are the standard.zip which have to be unzipped in the same directory as your .cap or .exe.
As far as getting PyGame to work with Construct just use this:
http://www.box.net/shared/kcoxzzt7bz
This has the dependencies for Pygame. You will need to unzip the contents of the Library.zip file into your Construct/Data/Python directory. You will need to check all of the .pyc files per the quickguide, but you can skip PodSixnet and other unrelated .pyc files. The other dependencies (modules.zip) have to be redistributed with your game. Now you don't need ALL of those, but it will be up to you to decide which ones you need based on which parts of Pygame you use!
I've used Pygame several times within Construct this way and it works just fine!
Have fun in your Python studying!