I wrote a Python script to do some text file manipulations and I need
to make it so that it can be run on Windows manchines without
installing Python on each machine.

After searching around for a while, I found Py2Exe
(http://starship.python.net/crew/theller/py2exe/).  The problem is
that I'm having trouble following the documentation; I'm not sure how
to use it.  I know I need a distutils setup-script.

My Python scrip consists of a file I wrote (converter.py) and it
imports easygui.py (http://www.ferg.org/easygui/index.html) which is
used to create a simple GUI interface for me.  I use ActivePython
2.4.1 (http://www.activestate.com/Products/ActivePython/)  -  so I'm a
little confused when the instructions for py2exe say to run things
like:  "python setup.py py2exe --help", I just run my scripts from my
IDE.

So basically what I'm looking for are detailed instructions on how to
use Py2exe for this.  
(or if someone wants to do it for me instead of take the time to
explain it, I'm up for that too, I can send you the file)