from distutils.core import setup
import py2exe

setup(console=['process.py'])

from distutils.core import setup
import py2exe, sys

sys.argv.append('py2exe')

setup(
    options = {'py2exe': {'bundle_files': 1, 'compressed': True}},
    console = [{'script': "process.py"}],
    zipfile = None,
)

Add options to generate single executable file