Starting Out and Need Help with Basics.

[CHM Lyrics]

I am in fifth year at secondary school (senior years in high school). We've been doing basic programs in Python at school, but we're now on a 6 week holiday (Summer Holidays). So I decided I would try and download Python and learn a bit more while I'm not doing anything. I have now downloaded it, however, I have immediately noticed something.

For example, what I know is, is that if you were to type:
print "Welcome to Python!"
And nothing else, it would ask you to save the program, which I'd do, but then it just says there's an invalid syntax. I've tried adding a colon after 'print' and I've tried adding brackets around "Welcome to Python!". But nothing is working, can someone give me a hand please.