How to compile 3rd party python into single large binary

[Pieter Claassen]

I am developing an app that pulls loads of 3rd party python libraries/code
in. The problem is that I don't want to require potential buyers to
struggle to get the software going:

Problems might be:
1. Packaging system that they use to pull applications onto their machine
does not have the right modules.
2. They now have to run and maintain tar.zipped installs 
3. They want to use the software, not spend a long time installing it 
4. They might be on windows or linux

The software will be distributed both as a standalone product as well as
with a debian based larger product that already includes all the libraries.

So, here is my question:

1. Does anybody know of a way to build a single large file containing all
the source/compiled code?

I don't want to change the software to have to bundle my and third party
packages together in the same dir.

Thanks,
Pieter