How to make executable file ?

[BOOGIEMAN]

Just how to make *.exe file from python code ??
I typed this :

a, b = 0, 1
while b < 1000:
	print b,
	a, b = b, a+b

and saved it as pyt.txt

Now, how do I make pyt.exe file ???
I want to run it on windows where isn't installed python.