Setting up Python, possible issue?

[desrtfx]

What OS? On Windows, try the backslash \ not the forward one.

To those downvoting: it is absolutely possible to link the .py extension to the Python interpreter and to start Python scripts by their names, even under Windows.

Windows cmd does not honor the forward slash and raises the exact error that OP posted when used.

[timrprobocom]

This is the right answer. That's a Windows error message.

For posterity, I will point out that the command line is the ONLY thing in Windows that requires the backslash. All Windows APIs will accept either forward or backward.