WindowsExecutables_Py2Exe — wiki

# This is an example setup.py file
# run it from the windows command line like so:
# > C:\Python2.4\python.exe setup.py py2exe

from distutils.core import setup

import py2exe, glob

opts = { 
 "py2exe": { 
   # if you import .py files from subfolders of your project, then those are
   # submodules.  You'll want to declare those in the "includes"
   'includes':['data',
               'data.glarf',
               'data.glarf.chardef',
              ],
 } 
} 

setup(

  #this is the file that is run when you start the game from the command line.  
  console=['main.py'],

  #options as defined above
  options=opts,

  #data files - these are the non-python files, like images and sounds
  #the glob module comes in handy here.
  data_files = [
    ("data", glob.glob("data\\*.png") + glob.glob("data\\*.ogg")),
    ("data/glarf", glob.glob("data\\glarf\\*.*")) ,
    ("data/level1", glob.glob("data\\level1\\*.*")) 
  ],

  #this will pack up a zipfile instead of having a glut of files sitting
  #in a folder.
  zipfile="lib/shared.zip"
)