I have a feeling you are reading the book 'The self taught programmer'? What you need to do is realize the shell and the notepad are two different things.
Do this.
Open up the IDLE shell, but then go to the file-new-new file
This should open a new window. Now this window, simply put the Print("Hello, taxation is theft"). Now, save this window, as whatever you want. Now, in the same window, with both the shell open, and this new window, click F5 or run 'run module'.
You'll see what you made in the notepad will run on the shell window. It will only run once. The next step is to practice running it 5 times, then 100 times. You'll get there bud.