In CGI-Land, not sending data back to the user is the equivilent of an error. What could appear to be an error is just a lack of you sending the appropriate header information at the top with:
print "Content-type: text/html\r"
print "\r"
Also, look at the "Hello World" script you said you were able to get working. It should have a line at the top that's similar or equal to my first line. Use the hello world's script first line instead of mine, because it knows the correct location of your Python interpreter.