[python] py2exe - generate single executable file

As the other poster mention, py2exe, will generate an executable + some libraries to load. You can also have some data to add to your program.

Next step is to use an installer, to package all this into one easy-to-use installable/unistallable program.

I have used InnoSetup with delight for several years and for commercial programs, so I heartily recommend it.