I tend to run "cmd" and "cd" to the directory of the script, then run it. This way, the window doesn't close, and I can read any errors that occur without interruption. Optionally, you can run "cmd" and simply drag the script you want to run into the window. That pastes its path (in quotes) into the command line, and you can just hit enter. I wouldn't recommend this, though, because the cwd wouldn't be that of the script, and it could cause instability for some apps that use relative paths.
Daniel Bickett -- http://mail.python.org/mailman/listinfo/python-list