IMO the fact that so many people ask "How can I create executables in Python on Windows"
indicates that standard "batteries included" Windows Python distribution is missing a vital battery. There are tools such as py2exe, but this functionality should be built-in, so that a newbie to Python can just download it, type python -o foo.exe foo.py at the command line, and get an executable, without any further effort. -- http://mail.python.org/mailman/listinfo/python-list