I am attempting to follow this guide to make a simple Hello World script into an .exe file.
I have Windows Vista with an AMD 64-bit processor
I have installed Python 2.6.5 (Windows AMD64 version)
I have set the PATH (if that's the right word) so that the command line recognizes Python
I have installed UPX (there only seems to be a 32-bit version for Windows) and pasted a copy of upx.exe into the Python26 folder as instructed.
I have installed Pywin (Windows AMD 64 Python 2.6 version)
I have run Pyinstaller's Configure.py. It gives some error messages but seems to complete. I don't know if this is what's causing the problem, so the following is what it says when I run it:  
  C:\Python26\Pyinstaller\branches\py26winConfigure.py
  I: read old config from C:\Python26\Pyinstaller\branches\py26win\config.dat
  I: computing EXE_dependencies
  I: Finding TCL/TK...
  I: Analyzing C:\Python26\DLLs_tkinter.pyd
  W: Cannot get binary dependencies for file:
  W: C:\Python26\DLLs_tkinter.pyd
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range
  
  I: Analyzing C:\Python26\DLLs_ctypes.pyd
  W: Cannot get binary dependencies for file:
  W: C:\Python26\DLLs_ctypes.pyd
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: Analyzing C:\Python26\DLLs\select.pyd
  W: Cannot get binary dependencies for file:
  W: C:\Python26\DLLs\select.pyd
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: Analyzing C:\Python26\DLLs\unicodedata.pyd
  W: Cannot get binary dependencies for file:
  W: C:\Python26\DLLs\unicodedata.pyd
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range
  
  I: Analyzing C:\Python26\DLLs\bz2.pyd
  W: Cannot get binary dependencies for file:
  W: C:\Python26\DLLs\bz2.pyd
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: Analyzing C:\Python26\python.exe
  I: Dependent assemblies of C:\Python26\python.exe:
  I: amd64_Microsoft.VC90.CRT_1fc8b3b9a1e18e3b_9.0.21022.8_none
  I: Searching for assembly amd64_Microsoft.VC90.CRT_1fc8b3b9a1e18e3b_9.0.21022.8_
  none...
  I: Found manifest C:\Windows\WinSxS\Manifests\amd64_microsoft.vc90.crt_1fc8b3b9a
  1e18e3b_9.0.21022.8_none_750b37ff97f4f68b.manifest
  I: Searching for file msvcr90.dll
  I: Found file C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21
  022.8_none_750b37ff97f4f68b\msvcr90.dll
  I: Searching for file msvcp90.dll
  I: Found file C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21
  022.8_none_750b37ff97f4f68b\msvcp90.dll
  I: Searching for file msvcm90.dll
  I: Found file C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21
  022.8_none_750b37ff97f4f68b\msvcm90.dll
  I: Adding Microsoft.VC90.CRT\Microsoft.VC90.CRT.manifest
  I: Adding Microsoft.VC90.CRT\msvcr90.dll
  I: Adding Microsoft.VC90.CRT\msvcp90.dll
  I: Adding Microsoft.VC90.CRT\msvcm90.dll
  W: Cannot get binary dependencies for file:
  W: C:\Python26\python.exe
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: Analyzing C:\Windows\WinSxS\Manifests\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e
  3b_9.0.21022.8_none_750b37ff97f4f68b.manifest
  I: Analyzing C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.210
  22.8_none_750b37ff97f4f68b\msvcr90.dll
  W: Cannot get binary dependencies for file:
  W: C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21022.8_none_
  750b37ff97f4f68b\msvcr90.dll
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: Analyzing C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.210
  22.8_none_750b37ff97f4f68b\msvcp90.dll
  W: Cannot get binary dependencies for file:
  W: C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21022.8_none_
  750b37ff97f4f68b\msvcp90.dll
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: Analyzing C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.210
  22.8_none_750b37ff97f4f68b\msvcm90.dll
  W: Cannot get binary dependencies for file:
  W: C:\Windows\WinSxS\amd64_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21022.8_none_
  750b37ff97f4f68b\msvcm90.dll
  W: Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 608, in get
  Imports
      return _getImports_pe(pth)
    File "C:\Python26\Pyinstaller\branches\py26win\bindepend.py", line 275, in _ge
  tImports_pe
      importva, importsz = datadirs[1]
  IndexError: list index out of range  
  
  I: could not find TCL/TK
  I: testing for Zlib...
  I: ... Zlib available
  I: Testing for ability to set icons, version resources...
  I: ... resource update available
  I: Testing for Unicode support...
  I: ... Unicode available
  I: testing for UPX...
  I: ...UPX available
  I: computing PYZ dependencies...
  I: done generating C:\Python26\Pyinstaller\branches\py26win\config.dat  
My Python script (named Hello.py) is the same as the example:
#!/usr/bin/env python 
for i in xrange(10000): 
print "Hello, World!"
This is my BAT file, in the same directory:
  set PIP=C:\Python26\Pyinstaller\branches\py26win\
  python %PIP%Makespec.py --onefile --console --upx --tk Hello.py
  python %PIP%Build.py Hello.spec  
When I run Hello.bat in the command prompt several files are made, none of which are an .exe file, and the following is displayed:
  C:\My Filesset PIP=C:\Python26\Pyinstaller\branches\py26win\
  
  C:\My Filespython C:\Python26\Pyinstaller\branches\py26win\Makespec.py --onefil
  e --console --upx --tk Hello.py
  wrote C:\My Files\Hello.spec
  now run Build.py to build the executable
  
  C:\My Filespython C:\Python26\Pyinstaller\branches\py26win\Build.py Hello.spec
  
  I: Dependent assemblies of C:\Python26\python.exe:
  I: amd64_Microsoft.VC90.CRT_1fc8b3b9a1e18e3b_9.0.21022.8_none
  Traceback (most recent call last):
    File "C:\Python26\Pyinstaller\branches\py26win\Build.py", line 1359, in 
      main(args[0], configfilename=opts.configfile)
    File "C:\Python26\Pyinstaller\branches\py26win\Build.py", line 1337, in main
      build(specfile)
    File "C:\Python26\Pyinstaller\branches\py26win\Build.py", line 1297, in build
      execfile(spec)
    File "Hello.spec", line 3, in 
      pathex=['C:\My Files'])
    File "C:\Python26\Pyinstaller\branches\py26win\Build.py", line 292, in _init
  _
      raise ValueError, "script '%s' not found" % script
  ValueError: script 'C:\Python26\Pyinstaller\branches\py26win\support\useTK.py' n
  ot found
I have limited knowledge with the command prompt, so please take baby steps with me if I need to do something there.