Can't drag and drop onto .py in Windows XP?

[Sizer]

I have several python utils that look at sys.argv to get a list of 
filenames to process and mangle the files in various ways. If I have a 
bar.bat file in Windows XP then I can just drag foo.avi onto bar.bat and 
bar.bat gets called with foo.avi as an argument, everyone's happy. But if I 
have a bar.py (or .pyw) and try to drag and drop foo.avi to it, I get a big 
NO cursor and nothing happens.

Now I can work around this by creating a _bar.bat and having the _bar.bat 
call bar.pyw with the filenames it was passed (this is obviously 
ridiculous). Or I can create a shortcut which has the target of
   c:\python25\pythonw.exe c:\mybar\bar.pyw
and that works, but makes telling people how to install my utilities on 
their computer a pain in the rear. It's just a little weird that I can't 
just drag and drop file names onto .pyw or .py files. Am I missing 
something here?

Thanks for any help.