When I tried to run a script(just double-clicked it) with 
Python
2.4 on Win 2000, I ran into an error message:

  C:\WINNT\system32\cmd.exe /c test.py
  Unknown option: -n
  usage: C:\Python24\python.exe [option] ... [-c cmd | 
file | -] [arg] ...
  Try `python -h' for more information.
  shell returned 2
  Hit any key to close this window...

The problem seems to be the associations of Python 
related file
types.

In this case, "Python file" (Extension is ".py") is 
associated
with two actions:
-  Edit with IDLE
-  open            (default)

If you look at the "Application used to perform action" 
text box
of 'open', you can see:
  "C:\Python24\python.exe" -n -e "%1"

But neither -n nor -e is a valid option for python.exe and 
it
results in an error message. These options are for IDLE!
Line #1016 to #1020 of mis.py may be relevant to this.

# Tools/msi/mis.py

  # add_data(db, "MIME") XXX
  add_data(db, "Verb",
          [("py", "open", 1, None, r'-n -e "%1"'),
          ("pyw", "open", 1, None, r'-n -e "%1"'),
          ("pyc", "open", 1, None, r'-n -e "%1"'),
          ("pyo", "open", 1, None, r'-n -e "%1"')])