Newbie 1st program

[Neuruss]

Thanks for the information on Py2exe.
But I'm affraid I'm having trouble with it...

Traceback (most recent call last):
  File "C:\Documents and
Settings\Usuario1\Escritorio\misApps\Grades\setup.py", line 30, in ?
    setup(
  File "C:\Python23\lib\distutils\core.py", line 137, in setup
    raise SystemExit, gen_usage(dist.script_name) + "\nerror: %s" %
msg
SystemExit: usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2
[cmd2_opts] ...]
   or: setup.py --help [cmd1 cmd2 ...]
   or: setup.py --help-commands
   or: setup.py cmd --help

error: no commands supplied
>>> 

I've seen the website and tried to follow the instructions, but
there's something I'm doing wrong...how exactly should I run the setup
script?
In my case, the program I want to convert to .exe is located in this
folder:
"C:\Documents and Settings\Usuario1\Escritorio\misApps\Grades", this
is a GUI application made with Pythoncard (wxpython) and there's a
file where a keep data of some serialized objects called
"grades.data".

With this info in mind, how should I do the script?