[Distutils] bdist_wininst--error's

When I use bdist_wininst I get a bunch of 'Module not found' error messages, but it does seem to work, it does give an installer program for "My script"(name of program). But the installer doesn't install the program it only installs a read me file and an uninstall option in the Python22\ directory, when I run the installer it states the install Directory as 'Python22\libs\site-packages', but when go to that directory it's not there .Where did it go???