py2exe

py2exe is a tool which turns .py to .exe (on Windows platform)

Install py2exe at http://sourceforge.net/projects/py2exe/.
Write a setup script for the specific python file. For example, if we want to turn helloworld.py into helloworld.exe, then we write a setup.py as follows:
```
from distutils.core import setup
import py2exe
setup(console=['helloworld.py'])
```
Run the following command:
```
python setup.py py2exe
```
The generated file for distribution will be in the folder dist.