I have really annoying problem, I cannot run a Python file just by double-clicking.
I have tried to set it to open the file with idle.bat but that only starts IDLE editor on double-click, it does not run the Python file.
What version of Python do you have installed?
You should write your own batch file to execute your python binary and your script.
For example, with a default Python 2.7 installation on Windows, this could be the entire contents of your script.
myscript.bat:
ECHO ON
REM A batch script to execute a Python script
SET PATH=%PATH%;C:\Python27
python yourscript.py
PAUSE
Save this file as "myscript.bat" (make sure it's not "myscript.bat.txt"), then double click it.