I use Komodo Edit by ActiveState on Windows for both Python & Pygame. Works quite well.
The only complaint I've got is the autocomplete does not always "see" the correct classes and functions when looking for pygame guidance.
My solution is the keep the pygame documentation open all the time and refer to that to see where things are located rather than rely on autocomplete.
If you can execute bash scripts on your server, you can translate everything to lowercase easily with this one-liner.
for i in `find * -depth`; do (mv -fi $i `echo $i | sed 's%[^/][^/]*$%%'``echo $i | sed 's!.*/!!' | tr [:upper:] [:lower:]`); done
It will work recursively, and it will rename everything to lowercase. So anything you have that you don't want to be translated, be sure its not anywhere within the directory tree that you run this from.