Python windows interactive.

I am trying to get started with a interactive version of Python for
windows and need some help.
I have played with the tutorial, and now want to write a program.

In basic language, I could write something like
10 print "hello"
20 print "Jim"

and if I run it I would get
hello
Jim

How do I do sometihing simple like that in python?
How do I enter line numbers, or if none, what do I do.
Can the interpreter load a text file with my program in it?
How do I list a program or the parts of a program I am interested in
looking at?

How do I run a python program?

.

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