Are you attempting to double-click the *.py file or are you making an *.exe out of it that you are then trying to launch?
From my understanding (which might not be spot on) if you are doing the former just associating the file extension with the interpreter does not mean it is going to launch it as you feel it should -- for that is not how the interpreter works. You actually need to associate double-click with "running" a python script from within an interpreter which is different than what the describe methodology is actually doing.
Some where along they way you have to launch something that the connects with the interpreter in a way that will allow you then launch a program from within the interpreter's umbrella
From my understanding (which might not be spot on) if you are doing the former just associating the file extension with the interpreter does not mean it is going to launch it as you feel it should -- for that is not how the interpreter works. You actually need to associate double-click with "running" a python script from within an interpreter which is different than what the describe methodology is actually doing.
Some where along they way you have to launch something that the connects with the interpreter in a way that will allow you then launch a program from within the interpreter's umbrella