Code run from IDLE but not via double-clicking on its *.py

[n00m]

When I double-click on "some.py" file console window appears just for a
moment and right after that it's closed. If this script is started from
inside of IDLE (F5 key) then it executes as it should be (e.g.
executing all its print statements).

Any ideas? OS: Windows; Python 2.3.4. Thanks.