How to create an executable from python script in windows

[Prakash]

It says like 

*** copy extensions ***
*** copy dlls ***
copying C:\Python24\lib\site-packages\py2exe\run_w.exe -> C:\Program Files (x86)\Notepad++\dist\build-check-test.exe
Adding python24.dll as resource to C:\Program Files (x86)\Notepad++\dist\build-check-test.exe
The following modules appear to be missing
['win32com.shell']

*** binary dependencies ***
Your executable(s) also depend on these dlls which are not included,
you may or may not need to distribute them.

Make sure you have the license if you distribute any of them, and
make sure you don't distribute files belonging to the operating system.

   ole32.dll - C:\Windows\system32\ole32.dll
   OLEAUT32.dll - C:\Windows\system32\OLEAUT32.dll
   USER32.dll - C:\Windows\system32\USER32.dll
   IMM32.dll - C:\Windows\system32\IMM32.dll
   SHELL32.dll - C:\Windows\system32\SHELL32.dll
   ntdll.dll - C:\Windows\system32\ntdll.dll
   comdlg32.dll - C:\Windows\system32\comdlg32.dll
   COMCTL32.dll - C:\Windows\system32\COMCTL32.dll
   ADVAPI32.dll - C:\Windows\system32\ADVAPI32.dll
   MFC71.DLL - C:\Python24\lib\site-packages\Pythonwin\MFC71.DLL
   msvcrt.dll - C:\Windows\system32\msvcrt.dll
   WINSPOOL.DRV - C:\Windows\system32\WINSPOOL.DRV
   GDI32.dll - C:\Windows\system32\GDI32.dll
   VERSION.dll - C:\Windows\system32\VERSION.dll
   KERNEL32.dll - C:\Windows\system32\KERNEL32.dll
   SETUPAPI.dll - C:\Windows\system32\SETUPAPI.dll
   KERNELBASE.dll - C:\Windows\system32\KERNELBASE.dll
   RPCRT4.dll - C:\Windows\system32\RPCRT4.dll