A mi me funciono perfecto:
Código Python:
Ver originalfrom distutils.core import setup
import py2exe, sys, os
sys.argv.append('py2exe')
setup(
name = "Crawler",
version="1",
author = "Ricard",
options = {'py2exe': {'bundle_files': 1}},
console = [{'script': "program.py"}],
zipfile = None,
)