Panda 3d, PYPE, NetBeans IDE 6.8 confusion

I attempted to type a command prompt. And by the way I appreciate all the help, I’m REALLY wanting to get started, but seams like GETTING started might be the hardest part.
I typed this:
C:\Users\Criston>C:Panda3D-1.7.0\mystuff\myscript.py

And a small window popped up saying.

Windows cannot open this file:
File: Myscript.py
To open this file windows needs to know what program you want to use to open it. Windows can go online to look… blah blah
What do you want to do?
Use the web or select a program.

Does this mean i have something wrong?