One of the easiest ways to launch a Python script is via ``Drag and Drop''. This is just like launching a text file in the Finder by ``dragging'' it over your word processor's icon and ``dropping'' it there. Make sure that you use an icon referring to the PythonInterpreter, not the IDE or Idle icons which have different behaviour which is described below.
Some things that might have gone wrong:
\rcharacters (incorrect line endings?)''. That script probably originated on a Unix or Windows machine. You will need to change the line endings to the standard Mac usage. One way to do this is to open the file in BBedit (http://www.barebones.com/products/bbedit_lite.html) which can easily change the line endings between Mac, DOS, and Unix styles.
See About this document... for information on suggesting changes.