On Tue, Dec 13, 2011 at 9:42 AM, Andrea Crotti <andrea.crotti.0@gmail.com> wrote:
bindir = join('psi', 'devsonly', 'bin')
scripts = [join(bindir, x) for x in os.listdir(bindir) if x.endswith('.py')]

This is your problem: specifying scripts in this fashion will not cause an .exe wrapper to be generated.  See:

  http://peak.telecommunity.com/DevCenter/setuptools#automatic-script-creation

for more details.