If you feel adventurous, download Eclipse and Pydev.
Install eclipse and unzip/untar Pydev in the Eclipse directory.
If you open eclipse (and taken the default option for the workspace) and
go to Help followed by About, you get a window with a Python symbol
on the left. This means you have successfully installed Pydev.
Now go to Window followed by Preferences. Select Pydev on the left and then Interpreter-Python. On the right press the top most "new" button.
When requested enter the path to your python interpreter and follow the instructions (defaults should be fine).
Now you are set to use the Eclipse IDE for developing your python programs.
Via File and New create a Python project. This will store all scripts and modules. Next, go to Window and Open Perspective to select Pydev.
Now you can just open a new file, give it a name with extension .py and you start to program. When you are ready to run, select the file on the left, right click and select Run As and choose Python run. You will see the result appear in your console view.