I have compiled a game to exe using py2exe.
Below are the list of files that are created
bz2.pyd
hello.exe
library.zip
MSVCR71.dll
python25.dll
unicodedata.pyd
w9xpopen.exe
Is there a chance to get all these files embedded to exe. Though msvcrt71.dll and python25.dll are an exception…
Thank you 
I believe py2exe does have an option to embed dll’s within the executable. You’ll have to go read up on the docs for py2exe; that’s not a Panda tool.
David
It is not possible natively with py2exe, but you can use the Inno/NSIS installers to pack everything up later: py2exe.org/index.cgi/SingleFileExecutable
However, it looks as if you are missing quite a few files from panda’s bin directory, your final directory after py2exe needs to have all the panda dll’s…
I use pyinstaller. It’s the same as py2exe, only easier to use. You can pack everything into a single exe using the --onefile option.
I have pyinstaller too. I will give it a try today.
Thank you for the feed back. 