Py2Exe PROBLEM

[Lad]

I try to make an exe file from my script with help of Py2exe but I am
not successfull.
I have my script
start.py that has only one command

###############
import rgs.py
##############

(rgs.py is the real program.)

I use the following setup script:
#################################
from distutils.core import setup
import py2exe

setup(
    # The first three parameters are not required, if at least a
    # 'version' is given, then a versioninfo resource is built from
    # them and added to the executables.
    version = "0.5.0",
    description = "py2exe sample script",
    name = "py2exe samples",

    # targets to build
    windows = ["start.py"],
    console=["start.py"]
    )
###########################
When compilation finishes I get:

The following modules appear to be missing
['blackbox', 'timing', 'rgs.py']

Can you please help me how to solve the problem?
Thank you 
LAd