Distributing Python applications - McMillan Installer question

[Chris]

I would like to be able to "package-up" a Python application on my
development platform (Linux) so that it can be easily distributed and
installed on Windows and UNIX e.g. HP-UX, AIX etc. I'd rather not use
Python's disutils.
I've looked at cx_Freeze but this requires a "base executable" to be
available for each target platform i.e. I'd need to compile this base
executable on the target platforms but I don't have access to them
all.
I've had a quick look at the McMillan installer and from what I've
seen It's not clear to me whether this would do the job for me or not?

An aswer to this or any other ideas on how else I might progress would
be much appreciated.

Thanks,

Chris