run_w.exe was killed by kaspersky
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as of the most recent update (8/14/2006)
AVG AntiVirus is also killing run_w.exe,
(and any exe's derived from it)
flagging it as "Trojan Horse PSW.Generic2.EUH"
Although I doubt py2exe is actually a trojan :)
Logged In: YES
This has been addressed with Kaspersky, AVG, and ewido.