Hello,
are you using Windows Vista?
If so, deactivate the 'User Account Control' System findable in your usermanager. Install both Python Software again for all user.
If you have a firewall, turn it off for a try. If it work you need to configure your Firewallsoftware again.
If the icon on your desktop won't work, check the Destination-Path to the 'bockbierbude_en.pyw'. If you can't find it, you can download it
here again, but before install both Python into the standard folders like 'C:\Programs\Python26\ for Python and C:\Programs\Python26\Lib\site-packages\ for wxPython'.
greets
slomo