[pygame] Very simple program fails. Why?

[Brent W. Hughes]

I'm just starting to learn pygame.  I write what I think is just about the 
simplest program that should display a window and then quit.
#-----------------------------------------------
import sys
import time
import pygame

pygame.init()
screen = pygame.display.set_mode((640,480))
pygame.display.set_caption("A Bug's Life")
time.sleep(4)
#-----------------------------------------------
When I run this program from within PythonWin, the Bug's Life window appears 
and everything looks okay, but after 4 seconds the window still persists. 
When I finally close it using the close box in the upper right of the 
window, a box pops up telling me an error occurred ant it wants to send a 
report to Microsoft.  I click "Don't send" and another box pops up telling 
me that the program was trying to access memory location 0x1c.

If I try to run the program stand-alone (outside of PythonWin), a DOS box 
pops up for a second or two, then the Bug's Life window flashes up for a 
fraction of a second, and then both windows disappear.

Am I doing something wrong?

Brent