./test.py
This is Linux syntax; Windows does not use /, but \

#!/usr/bin/env python
Again, Linux. As far as I know, it is ignored in Windows. Anyway, I would remove it.

All my (main) programs are called a.py (in different directories), in Windows, I start them just typing a (+Enter).

Because of the extension .py (file associations), Windows knows it should be opened by Python. Python makes the necessary steps during the installation, I suppose something went wrong.

Googled, not tested:
assoc .py=Python.File
ftype Python.File="C:\Path\To\python.exe" "%1" %*

Otherwise, uninstall and reinstall Python.