In 'Setting Up The Software", [http://www.dexterindustries.com/GrovePi/get-started-with-the-grovepi/setting-software/] once everything is loaded you suggest running “python grovepi_blink.py”; the actual Python file is “grove_led_blink.py”;
thus your cut and paste code should be:
“python grove_led_blink.py”
James