If you're using the windows version of Python3.0 and for some reason you haven't got the shortcuts to idle (i.e. the installer failed to create them, you accidentally deleted them or you used a source package rather than the installer) you can create them manually by right-clicking on your desktop and selecting new->shortcut.
Next, navigate to idle.pyw and select OK and the shortcut will be created...
On a typical windows python install, you'll find idle in the following directory:
If you're on *nix, you'll have to either download and install the idle-python3.0 package with your OS's package manager or via the command line (see shadwicks post for ubuntu cmd line example!)
Cheers for now,
p.s. If you used a source package and/or you can't find idle.pyw, try downloading the windows installer and install it that way instead!