Well the first step is to download and install [Python], the default IDLE program it comes with however is not accessible, but you can use any regular text editor, save the file as a plain text file with a *.py prefix, and run it on the command line like so: "python your-script.py". Alternatively you can also use notepad2 or notepad++, along with a few others.

For places to get started learning the language, check out books like [Dive Into Python], [How To Think Like A Computer Scientist], or the [Python Practice Book]. If you have any problems or questions, feel free to ask.

If your script deals with just printing and not getting the input from the user, paste the code into the python editor, you can either launch it from where you installed the thing or if you have it as an environment variable simply type in python into the run prompt.
If you expect things to get the input from the user you must do it through the command line, as the standard editor will take your next line of code as your input, like so:
s = input("Testing input...")
d = s*2
So s will equal d= s *2 because of how the editor processes the code, or it does that for me, anyways.