Ctrl+Z followed by Return still exits the Python shell on the command prompt under Vista.

The simplest way to get this behavior working in IDLE would be modifying the end-of-file definition in config-keys.def, but only for the Windows keymap:

    [IDLE Classic Windows]
    # truncated
    end-of-file=<Control-Key-d> <Control-Key-D> <Control-Key-z><Return>
    # truncated

I left the Ctrl+D bindings in place, as these are IDLE's "norm". In a strict sense they should be removed for a Windows key map. (I am basing my cross-platform understanding of Ctrl+Z from here: http://en.wikipedia.org/wiki/Control-Z )

The undo functionality already binds to Ctrl+Z. By using the Ctrl+Z and Return sequence to signal IDLE's shell to exit, I can foresee users accidentally closing their shells. Consider this scenario: a user types a long command and the prompt and then presses Ctrl+Z to undo the last few key strokes. The user then presses enter to run the command but the shell closes instead. The regular python shell from a command prompt displays a "^Z" as a visual indicator. If IDLE's shell did the same then I would not have hesitations about changing the key bindings.

For now, I'm in favor of changing the documentation in help.txt to omit "(this is Control-z on Windows)."