"cx_Freeze.freezer.ConfigError: no initscript named Console"

[John]

cx_freeze v4.01
Python 2.6
Ubuntu Jaunty

Following the example of 'cx-freeze hello.py', I'm getting the error
message below. I put all of the error keywords into google and found no
hits.

Some people in various posts have said to use Python 2.5 but a lot of my
code is using Python 2.6 features.

Can you telling what I'm doing wrong?

./cxfreeze hello.py
Traceback (most recent call last):
File "./cxfreeze", line 5, in <module>
main()
File "/root/cx_Freeze-4.1/cx_Freeze/main.py", line 178, in main
silent = options.silent)
File "/root/cx_Freeze-4.1/cx_Freeze/freezer.py", line 85, in __init__
self._VerifyConfiguration()
File "/root/cx_Freeze-4.1/cx_Freeze/freezer.py", line 325, in
_VerifyConfiguration
self._GetInitScriptFileName()
File "/root/cx_Freeze-4.1/cx_Freeze/freezer.py", line 246, in
_GetInitScriptFileName
raise ConfigError("no initscript named %s", name)
cx_Freeze.freezer.ConfigError: no initscript named Console