Getting Error can't find '__main__' module in 'X'

[meakaakka]

Hey I am newbie in python.I have installed python 2.7.5 correctly.It is working fine but I am having some issues.I have set windows Enviroment variables.
The problem is when I try to save my program in a folder(C:\Users\John\X)it shows that module error but when I save it outside this X folder ( C:\Users\John ) It runs successfully.How to fix it?