Newbie question Python on Windows ME

[stefan]

Hi,

I started to read about Python today in my lunchbreak... I downloaded
Python-2.1.1.exe from www.python.org, ran the installer and played
around with the DOS-promt-like looking window (the one with the
">>>"). As a next step I put my Python code into a file with the
ending ".py". Then I clicked on the little snake icon of this file but
actually nothing happened apart from the DOS-promt-like looking window
popping up for one second and then closing again.

Should these files be executed in some other way? I couldn't find
anything on this issue in the tutorials so I hope that someone here
can help me.

Are there any tutorials for beginners on the internet that are
specifically written for Windows?

Thank you,
Stefan