Thanks for the explanation.  When I did the test with Command Prompt, I happened to be in /Users/Terry, which is where C.P. starts.  %USERPROFILE% is what I was thinking of but could not precisely remember.  It worked when put in that box.

I think adding /Documents would be a mistake because many users (including me) put Python stuff in other subdirectories.

A minor mystery.  Changing Start in: for the Python icon requires admin permission; for the IDLE icon, not.