It looks like conda automatically adds pip to your conda environment, so after you source your conda environment, i.e.:
source activate ~/anaconda/envs/dataset
you should be able to install it like this:
git clone git://github.com/pudo/dataset.git
pip install ./dataset
EDIT
Here are the exact steps I took:
$ conda create -p ~/anaconda/envs/py33 python=3.3 anaconda pip
$ source activate ~/anaconda/envs/py33
$ which pip
~/anaconda/envs/py33/bin/pip
$ pip install ./dataset/
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