This bug does not just affect Vista.

I am running Windows XP Professional x64 and encountered the same
problem. Everything appeared to go fine on the installation, but then
IDLE just refuses to run, nothing appears in the task manager, no
errors, nothing. Command line still works.

When I read Raj's coment, I realized that I had only installed it for
me, not for all users. Installing it the other way worked.

This seems like a pretty serious bug, because users (like me) are
probably going to be totally baffled as to the cause, since there is no
feedback.

Thanks for the workaround!