How can I run a program?

[Lad]

Hello,
I am running Python on XP and have a problem with
a  program  if its name consists '-' for example:
my-program.py
When I try to run a program with such name
I get the error :

Traceback (most recent call last):
  File "<interactive input>", line 1, in ?
NameError: name 'my' is not defined

Python thinks that the name of program is my.py only
but the name is my-program.py

What is a solution?
Thank you 
Lad.