Running Python program without getting Python CE window

Whenever I run a Python application, I get a window titled "Python CE" that 
seems to capture stdout.  Is it called the console?  I would like to run my 
application without getting that window.  I had the impression that this 
window would not appear if I ran the application using pythonw.  To that end, 
I changed the first line of my application to

#! /usr/bin/env pythonw

(instead of /usr/bin/env/python).  Changing this line has no effect in either 
CE or XP.  What is the correct procedure?
-- 
Jeffrey Barish