Make sure you haven't downloaded python 3.0 beta as it has turned the "print" statement into a function rather than an embedded engine call... As other people have states as well, it seems you have run python interactive shell... This is just a shell which directly executes python commands without the need of saving them... e.g.
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>>> print 2**8
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256
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>>> print "test"
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test
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As you see it does the code directly. No need for saving files and loading them via command prompt. IDLE is BRILLIANT for testing code that you're unsure about. It is one of the best testing environment I've ever seen for any programming language.
-freddukes