So, I've never used IDLE or Windows. That said, I think you are getting
confused between the Python shell (which uses ">>>" as the prompt, and
probably runs from within IDLE) and the OS shell (I think it's called
cmd.exe or something).

If you open a cmd.exe terminal (which looks like the old DOS
command-line) you should be able to type python and see something like
the following:

Python 2.6.2 (r262:71600, Jun 1 2009, 12:31:36)
[GCC 4.3.3] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>>

Only in your case, it will probably say something about Windows.

Hope this helps.

-- Erik