i have never used this portable python distribution.
SPE (stani's python editor) is an IDE.
pyscripter seems to be an IDE too.
a python shell is an interactive python environment. you have a command line where you can enter python commands for doing quick experiments or for debugging.
i think for getting started, IDLE (the editor which comes with python - i am not sure but i think ERIC is a fork of IDLE which is more powerful) and pygame should be enough.
personally most of the time i simply use IDLE and sometimes
drpython. there also are python plugins for many popular IDEs like eclipse.