File associations on my machine (winxp home) are such that a python script is directly opened with the python interpreter. If I double click on a python script a console window runs and every thing is fine - as long as there is no syntax error in the script.
In that case the console window opens up for a moment but it is closed immediately. Too fast to read the error message.
Of course their would be the possibility to manually open a console window and to execute the script by typing python myscript.py
but I am sure that there is a more convenient (i.e. "double click based") solution.