Approach to Python extension with C++

[Nicholas Yue]

I have a need to write Python interfaces to some commercial libraries that
are available on Windows and Linux.

I have read about the steps to do that in Mark Hammond's Python Programming
book and have also read the extending Python in the Python Essential
Reference (first version).

I am attempting to write the interface in a cross platform manner, is the
use of Setup.in and compile.py the way to go.

I am using ActiveState Python 2.2.2 on Windows and probably 2.0/2.1/2.2 on
Linux.
I am writing the interface code in C++.

What is your advice?