Newbie Question

[M5B]

I just started with Python, and have read through several books on the
language. I installed Python 2.0 and PythonWin32.

In all of the things that I have read there does not seem to be a clear
explanation of how to save a program to disk, or how to retrieve it either to
run or to work on further at a later time.

When I simply try to save the program, it fails to show up in the folder to
which I thought I had saved it. When I try to retrieve it, it's not there. On
one occasion it somehow got stored (correctly, I can only assume) but when I
try to open it, it's not there, and when I click on its icon I get only a brief
flash on a black screen, then nothing.

When am I doing wrong? Better, what should I be doing right? Help!