Yes, I've searched. So after spending about 4-5 hours struggling just to get Python files running, I recently stumbled over the solution to get it running through the environment variables like this: cmd -> python -> Python starts, yay yay
Since it didn't work to do it through the command line and similar I had to do it manually through the Windows interface. Now that it's working, however I cannot open .py files without typing out the full path like this: python C:\X\X\X\test.py which is obviously also starting to get annoying.
So now I'm trying to find out which variable I have to change (yet again) to only be able to type 'python test.py' and have it running. Sorry if I come off vague, but it's always a major pain to setup a new programming language for me and it kills my mood.
Thanks for help, it'll be really appreciated.
To make python executable on your command line, you need to add it to your PATH environment variable, which it sounds like you have done on the command line. It is quite simple to add directories to the PATH in Windows if you know where to look. Essentially, you need to get to the Environment Variables dialog box, which is slightly different for each version of Windows.

For Windows XP: Start -> Control Panel -> System -> Advanced -> Environment Variables
For Windows Vista, 7: Click the Start Orb, right-click Computer and select Properties -> Advanced -> Environment Variables

Then, in the lower of the two boxes, find Path and click Edit. Change it so that C:\Python27 (or whichever version of Python you have) is at one end of the list, separated from the other entries by a semicolon (e.g. C:\Python27;C:\Program Files ...)
Once you've done this, python will work at the command line whenever you open a command window.
Regarding your second issue, however, there isn't much you can do. You must either specify the complete path to your script or already be in the same directory as the script. That is, if the script is in C:\X\X\X you will either need to invoke it as C:\X\X\X\test.py or first cd C:\X\X\X.
Setting up a Python development environment on Windows