The IDLE shell window is not the same as a terminal shell (e.g. running sh or bash). Rather, it is just like being in the Python interactive interpreter (python -i). The easiest way to run a script in IDLE is to use the Open command from the File menu (this may vary a bit depending on which platform you are running) to load your script file into an IDLE editor window and then use the Run -> Run Module command (shortcut F5).
import subprocess
subprocess.call(['python', 'helloworld.py']) # Just run the program
subprocess.check_output(['python', 'helloworld.py']) # Also gets you the stdout