django-admin.py is a python file. Under windows, what happens when you
run a file is determined by it's extension, and on your system python
files have been configured to open in a text editor when "run",
instead of being run by the python interpreter.
You can either change this so that windows instead runs the python
interpreter, or you can explicitly run python, passing the full path
to the django-admin.py script as the first argument.
Cheers
Tom