Another thing you might want to check, since you're using Windows: Open up windows explorer, go the "tools" menu, "folder options", then click the "view" tab, and then make sure the option "hide extensions for known filetypes" is unchecked. If it's not, uncheck it, and click OK. Then go and make sure your file has a filename like myfile.py, and not myfile.py.txt
Hope this helps! -Wayne
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