Maybe you're inadvertently running Python with either the '-i' switch or with the PYTHONINSPECT environment variable set? When you do that, your script will launch an interactive prompt after it completes.
C:\Python27>echo print "hello" > hello.py C:\Python27>python hello.py hello C:\Python27>python -i hello.py hello >>> >>> ^Z C:\Python27>set PYTHONINSPECT=1 C:\Python27>python hello.py hello >>> >>> ^Z -- https://mail.python.org/mailman/listinfo/python-list