 <p>Here's what you need to do.</p> <ol> <li>Find the directory in which your script.py is.</li> <li>Move your setup.py to this directory and please keep this window open.</li> <li>Hold shift, right click this directory, and open command window here.</li> <li>In the command window type: <code>C:\Python34\python.exe setup.py py2exe</code></li> </ol>