Wrestling with the Py2exe Install, Win7, Py2.5

[W. eWatson]

I've finally decided to see if I could make an executable out of a py 
file. Win7. Py2.5. I brought down the install file and proceeded with 
the install. I got two warning messages. Forgot the first. The second 
said,"Could not set the key value." I again used OK. I think that was 
the only choice. It then issued a message in a larger dialog. It was 
about setting a key, and pointed me to a log. It mentions a Removepy2exe -u

Although it finished, I have no idea where the program is. It does not 
show up on the Start menu All Programs List nore my desktop. What's up?

I've had these messages (key) occur on other Python installs as I 
transition to Win7. So far no problem.