newbie question

[1]

I must have missed it in the tutorial or some thing.

I want to know how to open and run a file in python. The tutorial said to
just type " python filename.py" and hit enter. I did this and it comes back
with an error message telling me the the file name is not defined. I wasn't
told that I had to define it first before I can run it. Is there an easier
way to run files otherthan defining them?

thanks
lancer