We're not in a proper virtualenv so we don't have access to update pip. sigh.

appveyor.yml

@@ -73,7 +73,7 @@ install:
   # compiled extensions and are not provided as pre-built wheel packages,
   # pip will build them from source using the MSVC compiler matching the
   # target Python version and architecture
-  - "%CMD_IN_ENV% pip install -U cython greenlet pip"
+  - "%CMD_IN_ENV% pip install -U cython greenlet"
 
   # XXX: Most of this is a copy of the Makefile. Remember to update.
   - "python util/cythonpp.py -o gevent.corecext.c gevent/core.ppyx"