Hi so I made a program that uses 'Pygame', 'WxPython', and also I required a module from PyGame website which helps make a menu easier in pygame. I am knew to Py2exe and heard its the best one out there to make your .EXE file. I heard there are problems with wxpython and py2exe and all these .DLL's you need to include and its very confusing. So how would I be able to make an .EXE file and also implement it so I can have my own icon which I already made. I'll be happy to answer any questions and I'm very new to this and programming in general! Thanks!

So here is my problem I made a picture. At the bottom is my setup.py file. So I went on command prompt and setup.py py2exe and here is what i get. I am using Python 2.7.1, pygame 1.9.2, wxpython2.8 and py2exe 0.6.10.