making a python program in windows

[Rustom Mody]

I know how to make a python script behave like a (standalone) program
in unix --
1. put a #! path/to/python as the first line
2. make the file executable

The closest I know how to do this in windows is:
r-click the file in win-explorer
goto properties
goto open with
change pythonw to python

Can someone enlighten me about a more scriptish way of doing this?
Basically if I have to setup that program on other (windows) m/cs is
there some .bat or .vbs or some regedit thingy Ive to do to avoid the
Rt-click routine?