Read n lines, and count the lines that do not contain the string "CD"
If you used better variable names, you wouldn't need your first comment. The second one, though, is pure noise as it just repeat the code without adding anything.

To save on memory (and thus a bit on speed as you won't need to allocate the array) you should use xrange rather than range.

You don't use the variable i so better call it _ as it is a convention in Python for unused variables.

Lastly, you can use the sum built-in and a generator expression to perform the looping in C rather than in Python:

cases_count = int(raw_input())
wins = sum('CD' not in raw_input() for _ in xrange(cases_count))
print wins