I believe that you're treating the "Open with..." dialogue as a file-specific property that can apply differently to two files of the same type. However, in Windows you can only configure default "Open with" behaviour on a per-extension basis. The "Open with..." dialogue will make changes to how Windows treats all .py files.
To accomplish what you need, you can follow these steps (written for Windows 7):
- Go to "Opens with..." again and set your text editor as the default handler
- In the folder containing my_app.py, right click a blank area and select New -> Shortcut
- Click "Browse..." and select your
python.exe file, and click OK
- In the text box under "Type the location of the item:", add a space and put type the path to
my_app.py to look like this, including the quotes:
C:\Python33\python.exe "F:\My App\my_app.py"
- Click "Next" and give it a name like "Run my_app" and click "Finish".
This shortcut should explicitly tell Windows to run Python's interpreter with my_app.py as the argument, thus allowing you to implement this file-specific behaviour.
If you want to modify this shortcut or a duplicate of it to open another .py file, you could go to Properties and in the "Shortcut" tab change the "Target:" box to point at the other .py file.