making an "executable" for a python code (newbie)

[Pradnyesh Sawant]

hello,
i have some python scripts (especially, PyQt4 scripts) that i want to
deploy on both linux and windows m/c's. different packaging tools that
i checked (cx_freeze, distutils, pyinstaller) allow me to create
"installers". however, i'm interested in creating "executables" that
allow the code to be run just on "double clicking". is there any way
to get this done?
also, it seems that "pyexe" creates a windows executable, but how do i
use it on linux?

thanks for all the help!