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

[n00m]

Dennis; Richie;
>That sounds impossible, so I must be misunderstanding something.
YOU - BOTH - UNDERSTAND ME ABSOLUTELY RIGHT!

>1.
>Start a new Command Prompt via Start / Programs / Accessories / Command
>Prompt (or the equivalent on your machine)
>2.
>Type the following: d:\python23\python d:\python23\socket6.py [Enter]
>3. Double-click your .vbs file in Windows Explorer.
>Now what does the python Command Prompt say?

It says... NOTHING! It just DISAPPEARS!

JUST FOR TO MAKE SURE I put in the same directory (Python's root)
testme.py file with this simplest content:

print 'ONE'
print 'TWO'
print 'THREE'

Then I run it EXACTLY the same way as I run socket6.py:

D:\>python23\python d:\python23\testme.py [Enter]
ONE
TWO
THREE

D:\>

AND OF COURSE CONSOLE WINDOW DID NOT CLOSE AFTER THAT !
BUT IT REALLY DISAPPEARS IN CASE OF socket6.py !
(but only AFTER I double-click my .vbs file in Windows Explorer)