This has come up quite a few times on the cx_Freeze mailing lists
(see
cx_Freeze and moving files around
Creating fewer files when freezing a Python
I understand your frustration. What I tend to do is take the entire build folder and move it to the program files directory assuming you are using a windows machine. Then create a shortcut on the desktop to the executable. I then generally change the icon to something pleasing to the eye. In other words all the system files are hidden and all you are left with is a single nice looking icon on the desktop.