В Windows 7, CMD:
C:\Users\me> set PYTHONSTARTUP="C:\Python27\startup.py"
На Python 2.7-64:
>>> os.environ.get('PYTHONSTARTUP') >>>
нужно перейти по адресу: Control Panel \ System and Security \ System -> advanced -> environment varibles и добавить туда PYTHONSTARTUP
Control Panel
System and Security
System
advanced
environment varibles