1-Download and install Python (e.g. Python 2.7)
2-Download py2exe [Link]
3-Make a .py script in notepad (notepad++ is your friend: )
from distutils.core import setup
4-go to your python setup folder in CMD mode: e.g. C:\Python27\
5-make sure your "something.py" script is ready (the code you want to make exe)
6-at the DOS mode: write " python setup.py install "
7- then " python setup.py py2exe"
8- two folders will be created in your python folder; build and dist: in the dist directory you will see your exe file. you can check it is working. if you want to distrubute it you must copy the whole dist directory.
9- you can use an installer if you want