Just to clarify my earlier comment... IDLE (on Windows, at least) creates a folder called .idlerc in the current directory when it is called. If you amend the key bindings two files, config-keys.cfg and config-main.cfg are created. config- keys.cfg contains the amended key bindings and config-main.cfg contains the name of the key binding file if it is not the platform default.
The config processing seems to happen in <python_root>/Lib/idlelib/ configHandler.py. Sorry for the inaccuracy in the first post, Cheers, Kev -- http://mail.python.org/mailman/listinfo/python-list