1 line fix:

After line 336's:
   root.destroy()
insert
   root.quit()

[Since IDLE is Tkinter based, the implict quit can't 
happen immediately.  Worse, the shell has difficulty 
resetting and using a ^C can leave a zombie process]

-T.

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What version of Python are you using?
I cannot reproduce this on Py2.3 or on Py2.4b1.

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Sorry - should have included this:
NT4, Python 2.3.3
[This isn't an isolated case - I've had problems with other 
programs behaving similarly on my XP box (using 2.3.4), eg 
the pygame demos].   Windows only thing...?

-T.

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I've tracked down some more info:

It also happens on XP using 2.4.1 and Idle 1.1.1.

The way to trigger it is to start IDLE with no subprocess. 
The way that I got that to happen is to right click on
Turtle.py in Windows Explorer, and select "Edit with IDLE".

While the fix that I suggested still cures it, it may be
possible to achieve a better general solution by leaving
turtle.py alone, and fixing IDLE...

-T.

Given that it wasn't possible to reproduce the bug in 2.4 nor 2.4, I'll
close this unless someone is against that.

Taro, the OP, has been able to reproduce the issue with Python 3.0.
Leaving open, details on how to reproduce forthcoming.

Here's Taro message:
"""
Turtle.py hanging is hardly important, but it's symptomatic of an
underlying problem, and I can still reproduce in Python 3...

Python 3.0 (r30:67507, Dec  3 2008, 20:14:27) [MSC v.1500 32 bit
(Intel)] on win32
System is Windows XP

The procedure to reproduce is:
a/ Open the directory in Explorer (for me it's D:\Python30\Lib)
b/ right click on Turtle.py and select the "Edit with IDLE" menu option
    (IDLE will open with an "IDLE 3.0      ==== No Subprocess ====" in
the header, along with a turtle.py window; the Shell menu will be missing)
c/ hit the F5 key to run turtle.py
d/ let the demo run
e/ click on the turtle
    (Turtle has not quit and returned to the prompt)
f/ ^Q out of IDLE (yes to force-quit)
g/ Open the Windows Task Manager
    (You now have a zombie pythonw.exe process)
"""

I started Idle from a command prompt:
   C:\Python30>python Lib\idlelib\idle.py
And followed the instructions. After the step f/ I got the error 
message:

Exception in Tkinter callback
Traceback (most recent call last):
  File "C:\Python30\Lib\tkinter\__init__.py", line 1405, in __call__
    return self.func(*args)
  File "C:\Python30\Lib\tkinter\__init__.py", line 493, in callit
    func(*args)
  File "C:\Python30\lib\idlelib\ColorDelegator.py", line 152, in 
recolorize
    self.recolorize_main()
  File "C:\Python30\lib\idlelib\ColorDelegator.py", line 185, in 
recolorize_main
    next = self.index(mark + "+%d lines linestart" %
  File "C:\Python30\Lib\idlelib\Delegator.py", line 10, in __getattr__
    attr = getattr(self.delegate, name) # May raise AttributeError
AttributeError: 'NoneType' object has no attribute 'index'
Exception in Tkinter callback
Traceback (most recent call last):
  File "C:\Python30\Lib\tkinter\__init__.py", line 1405, in __call__
    return self.func(*args)
  File "C:\Python30\lib\idlelib\MultiCall.py", line 165, in handler
    r = l[i](event)
  File "C:\Python30\lib\idlelib\IOBinding.py", line 222, in open
    self.editwin.flist.open(filename)
  File "C:\Python30\lib\idlelib\FileList.py", line 36, in open
    edit = self.EditorWindow(self, filename, key)
  File "C:\Python30\Lib\idlelib\PyShell.py", line 114, in __init__
    if self.io.filename: self.restore_file_breaks()
  File "C:\Python30\Lib\idlelib\PyShell.py", line 222, in 
restore_file_breaks
    filename = self.io.filename
AttributeError: 'NoneType' object has no attribute 'filename'

Can you still reproduce this?
I tried on winxp with Python 3.2 and following the steps in msg82419 (or even if I open IDLE from cmd as msg82553 suggests) I get a popup error that says "IDLE's subprocess didn't make connection".  If I open IDLE, do File->Open->turtle.py I can run the demo and do Ctrl+Q with no tracebacks.

Closing as not reproducible for 3.3. 
The bug is too minor to worry about 2.7 and 3.2 even if it present (all works for me by the way).
Please reopen if you will get described issue.