> Mingw is used to compile numpy and scipy AFAIK.

So if I just grab Mingw I should be able to compile the latest stuff
with no problems? Will that work perfectly with my standard Python.org
Cpython distribution?

> Why is exe files a problem ?

We deploy on a very large number of computers in 5 countries. 

PEAK's Setuptools gives us the ability to do all this deployment
automatically. If we can package all of our dependancies as egg files
then setuptools automatically deploys the egg files from a bunch of
web-servers we have around the globe. It would be an enormous pain if we
had to go to every single machine and run an exe installer. 
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