I only tested this on Windows/Python 2.4/Idle 1.1.2.
Other shortcuts (Ctrl+V, Ctrl+X, etc.) work just fine,
but Ctrl+C requires a lower case letter.

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I didn't reproduce it, but it must be because the key
binding for interrupt-execution is set to "<Control-Key-c>
<Control-Key-C>" only in the "IDLE Classic - Windows"
keybinding set, and not in the Mac and Unix variants, where
it's only "<Control-Key-c>".

I don't find the place to attach a file (new sourceforge
style), so here it is:

Index: config-keys.def
===================================================================
--- config-keys.def     (revision 41443)
+++ config-keys.def     (working copy)
@@ -70,7 +70,7 @@
 end-of-file=<Control-Key-d>
 history-next=<Alt-Key-n> <Meta-Key-n>
 history-previous=<Alt-Key-p> <Meta-Key-p>
-interrupt-execution=<Control-Key-c>
+interrupt-execution=<Control-Key-c> <Control-Key-C>
 view-restart=<Key-F6>
 restart-shell=<Control-Key-F6>
 open-class-browser=<Control-Key-x><Control-Key-b>
@@ -123,7 +123,7 @@
 python-context-help=<Shift-Key-F1>
 history-next=<Control-Key-n>
 history-previous=<Control-Key-p>
-interrupt-execution=<Control-Key-c>
+interrupt-execution=<Control-Key-c> <Control-Key-C>
 view-restart=<Key-F6>
 restart-shell=<Control-Key-F6>
 open-class-browser=<Command-Key-b>

Noam

On systems other than Windows, people generally prefer to 
leave as much 
flexibility as possible by not binding various combinations 
of modifiers to 
the callback associated with a <Key>.  If you need this 
change, add a 
binding as noamr suggests.