py2exe
1, download py2exe
http://nchc.dl.sourceforge.net/sourceforge/py2exe/py2exe-0.6.9.win32-py2.5.exe
2, setup.py
from distutils.core import setup
import py2exe
setup(windows=['start.py']) # window app
setup(console=['start.py']) # console app
3, python setup.py py2exe --includes sip
"--includes sip" used on pyQt refered.