Recently I installed wxPython to do some works under Windows. Most of the time I work in Linux so I have a little experience here. 
with python.exe interpreter, I just do 2 line of codeimport wxtmp=wx.App(False)
Then the interpreter crashed with Windows error reporting.
I tried both python 2.7.1 and 2.6.6  with wxPython 2.8.11, all come from their main website, still no luck.
Is there something I must do after install Python in Windows ? I can see that python install just fine and can do some basic job, wxPython library can be load, but can't call wx.App
If you are running that in IDLE, then that is your problem. IDLE and wx don't get along very well because you basically end up with two mainloops fighting each other. Try putting it in a file and then run the file from the command line:
c:\python27\python.exe myPyFile.py
That should work just fine. Otherwise, download the correct wxPython for your Python and OS (32/64 bit), uninstall the current one and install the new one. I've been using wxPython on Windows XP, Vista and 7 with no problems like this.
wx.App (wxPython) crash when calling