Could be you extracted it to the wrong place.
Try this: Press WIndows key + r for a run box, type in "cmd". Use "cd .." to go back a directory, and "cd FolderName" to move into directories. Navigate to where you extracted the .py file, and then run it just by putting in the file name. It should keep the CMD window open and you can see the error it's reporting, then hopefully be able to fix it.
EDIT: Actually, doesn't Python have it's own CMD equivalent for running .py files? Use that if possible.