Newbi q: show prog

[Christoffer T]

Sorry for bad subjekt.

I have just started to learn programing, and python sound like a god
choice.
But there is something I do not understand. 
I want to write the code in notepad, and then open in a window. I use
win98.
I have tried to write "python file.py" in run, but it just very fast
open and close dos window. So what should I do to get to show the
program.
I know that I can write directly in python but that only is good for
testing small bits right.
I hope u can help me get going, cours it all sound exiting making
programs.