I am using python 2.6 on XP. I have just installed py2exe, and I can successfully create a simple hello.exe from a hello.py. However, when I try using py2exe on my real prog
wxPython has nothing to do with it. Before Python 2.6, Python used Visual Studio 2003 as their Windows compiler. Beginning with 2.6, they switched to Visual Studio 2008, which requires a manifest file in some situations. This has been well documented. See the following links:
http://wiki.wxpython.org/py2exe
http://py2exe.org/index.cgi/Tutorial#Step52
Also, if you're creating a wxPython application with py2exe, then you want to set the windows parameter, NOT the console one. Maybe my tutorial will help you:
http://www.blog.pythonlibrary.org/2010/07/31/a-py2exe-tutorial-build-a-binary-series/