pyHook works with 0.6.6, but not in 0.6.8. I checked using pyKeyLogger 1.0.2 (it also states it on their site).
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Just to follow up on this:
using py2exe 0.6.6 works fine for building pykeylogger executable (which uses the pyhook library), but 0.6.8 produces errors "could not set hook". here's a link to one of the threads that reported this error, and which was solved by downgrading to py2exe 0.6.6:
any hints as to what may be going on would be appreciated. :)
update: pyhook from CVS HEAD just got some bugfixes, now works fine with py2exe 0.6.8. it will (probably) be released as pyhook 1.6, when the package maintainer gets around to it.