Distutils beginner question - windows

[Seb S]

Hi all,

Just a quick question , I have a simple script I want to convert into a windows installer and give to some friends. 
I had a look at http://docs.python.org/distutils/introduction.html  and wrote this setup script:


#!/usr/bin/env python

from distutils.core import setup

setup(name="C:\data\Sendmailmsg.py",
      version='1.0',
      description='Python Distribution Utilities',
      author='Sebas929    ',
      author_email=' ',
      url=' ',
      py_modules=['urllib','smtplib'],
     )


I tried to run this  - "C:\Data\Setup.py" bdist_wininst  - in a cmd prompt.
C:\Data\ contains my script Sendmailmsg.py and Setup.py
I am getting the error :

file urllib.py (for module urllib) not found
file smtplib.py (for module smtplib) not found
file urllib.py (for module urllib) not found
file smtplib.py (for module smtplib) not found

warning: install_lib: 'build\lib' does not exist -- no Python modules to install

This creates an installer which crashes when I use it.

I have a few questions:
How can I fix this error ? 

Can I use '.\myscript.py' in the name parameter to make it look in the same directory as setup.py? 

When I have it as an installer what happens? When I install it will there be something you can click which will run the script?

I have never tried this before so I am probably missing something obvious, thanks in advance for any help.