Problem with py2exe

[DDany]

HI!
I've a problem with py2exe: well, first of all I say that I use python
2.4.1 , py2exe 0.6.3 and distutils 1.0.2 on winxp.
To use py2exe I wrote a file setup.py like this:

from distutils.core import setup
import py2exe
setup(
    version = "0.1",
    description = "Py2Exe Script",
    name = "App.exe",
    windows = ["C:\app\\app.py"],
    )

file that is launched in this way:
D:\programs\python24\python.exe setup.py py2exe

The command starts and at the beginning seems that all goes on with no
problem, but at a certain point there's an error:

copying D:\programs\python24\MSVCR71.dll -> D:\Applicazione\dist
error: could not delete 'C:\app\dist\MSVCR71.dll': Permission denied

However folders build and dist are created: in particular into the
folder dist i have the w9xpopen.exe file, some *.pyd files and some
dll's... among dll's I have the MSVCR71.dll too.
I don't understand what's the problem so I ask you a help!!!
See ya, bye!