Here's the initial, rough version of autogenerated docs.
First, some text files to help you get started...

install.txt - Compiling and installing

init.txt - How to initialize pygame

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ok, here's the documentation for each pygame module

Base - main pygame needed by all

CDROM - this module will be overhauled (no docs)

Display - display (aka, sdl's video)

Event - controlling input and the queue

Font - drawing text, interface for SDL_ttf

Image - only loads images for now, SDL_image

Joystick - manage the joysticks

Key - keyboard management

Mixer - playback of sounds

Mouse - management of mouse and cursors

Music - playback of music streams

Rect - handy rectangle object, sorry bout the docs

Surface - work with SDL surfaces (images)

Surfarray - modify surfaces with Numeric Python

Time - time management