Installed the IronPython tools for VS 2010 but it didn't associate the *.py files to VS, neither did it (obviously) change the *.py files' icon.
How do I do that in Windows 7?
I also had this issue. Here is what I did.

Right click on a python program.
Select properties.
You will find "opens with" option in the general tab.
Click change and select "python.exe".

Now, you will have your python icons back for all .py type of files.
How to make *.py files have the python icon in Win7?