I want to install it in vista, but i get this message in the process:
could not create... py2exe-py2.5

I press 'OK', then..
could not set key value python 2.5 py2exe-0.6.8

I press 'OK' again, then...
could not set key value
c:\Python25\Removepy2exe.exe" -u "c:\python25\py2exe-wininst.log

The installation goes on and do something, run some postinstall script.

I thought it should be ok, but i fail even creating a simple hello word exe. I get this message after i run python setup.py install:
running install
running build
running install_egg_info
Writing c:\Python25\Lib\site-packages\UNKNOWN-0.0.0-py2.5-egg-info

No output is created.

Can I anyone help me with this?

Vista is a bitch isn't it? If I get a chance, I will try it on my friends Vista box.