Rickard,
First of all, welcome to Python!
So the issue that you're having is that when you run the "python" command you're running the system python, which for Scientific Linux 4.6 is version 2.3.4. Pydicom requires version 2.6 or higher. We have a legacy fork which can be used with earlier versions.
Did you install python 3.3 from source? If you want to use python 3, you probably need to run either python3 or python3.3 (python3 setup.py install). Is there any particular reason that you are using Python 3.3? I ask because currently, python 3.x is not officially supported in pydicom. I'm actually currently trying to track down a bug that appears during installation on python3.3 installations.
I would strongly recommend sticking to python 2.7 for now. It is still widely used and most packages should support it. If you have to use python 3 for some reason, I'd recommend any version 3.2 or below.