Newbie question about running scripts

[Lenny]

I have just begun reading and experimenting with the tutorials from
the python website. I have programmed years ago with BASIC and COBOL,
so I am not completely in the dark. The problem I am having is related
to how scripts are handled by the interpretor. The tutorial says that
I must set up the PATH in the registry but does not tell me how. I
looked in the registry and it appears that the install of Python 2.2
took care of this for me. I saved a script that I wrote, using
wordpad, as a .py file and it saved it with no problem. The tutorial
then said to go to the Windows command prompt. I am assuming this
means the RUN function from the Start button options. When I type
"python filename.py" in the RUN box and hit OK, I see a black box pop
up on the screen for a fraction of a second. Not even long enough for
me to read what it says.

My questions are:
1.)  Do I have to save my scripts to a certain folder that Python
created for me or one I make for them?

2.)  Do I have to change something in the registry about the PATH even
though Python appears to have a Python Path entry already in the
memory?

3.)  Is the RUN window the window they mean as the "Command Prompt
Window"?

I hate to bother everyone in this group with my trivial questions but
I am looking forward to learn more about this language but I feel as
though I am at a road block in my learning.

Does anyone suggest a certain online tutorial or other learning
method.

Thank you very much for taking the time to read my questions. I
greatly appreciate your help and cooperation with this matter.

Thank You,

Lenny