A while back I posted some suggestions for .bat files to run cmd.exe sessions for Python. I use these a lot for PHP and Perl as well. However there is an issue with them on Windows 7. "Out of the box", the ASSOC command gives "Access is denied", even though the user is an Administrator.
My first thought was to turn off the dreaded User Account Control settings, but that changed nothing. The eventual solution was to go into regedit and grant my user full control on registry key HKEY_CLASSES_ROOT, which is where the file associations are held. Fortunately Windows security for keys (and directories) is based on inheritence, and so keys within that hive will have the same permissions by default.
I can see why file association sould be seen as a security risk, so why don't Microsoft finally admit that the filename is not a good way to identify the file type, and use magic numbers like everyone else? Microsoft Office files, and other Microsoft proprietry formats, all contain magic numbers, and if you place one of these files onto Linux then it identifies them correctly without the need for file extensions.
UNIX's #! line for script files is a consequence of the magic number system. It is simple and incredibly flexible. When C# was developed the format of the .exe files (PE) had to change to support it. If they implemented #! then Microsoft would not have had that problem.
When I wrote the yash shell I simply read the commands from STDIN. On UNIX I needed no special code to support yash scripts - just the #! line. But on Windows I had to associate a file extension.
If I want to run Python 2 and Python 3 on the same machine on UNIX or Linux then I just have different #! lines at the top of the script. On Windows, because they have the same file extension, I have to redo the file associations every time I want to run one of them. Dire.