Beginner's question...

[Power-Tech]

I am a very newby at phyton, actually I started messing with it two days
ago. I have a
question that may be so dumb that I was afraid of posting in the
mailgroup, could anyone answer me or direct me to someone who can?
 The problem is:
I create a small program with the Python IDLE gui, save it as a .py
file, when I double click to open the file, a DOS window opens but
closes immediately, without running the program, or if it is a
calculating program, as soon as I type something, the window closes.
I am using Windows 98 OS.
Thanks for your reply...
Willie