Thanks, Werner and Jonathan --
I followed your instructions, so my setup.py now reads:

from distutils.core import setup
import py2exe
from glob import glob
data_files=[("Microsoft.VC90.CRT"),glob(r'c:\documents and settings\rishi\Desktop\SoundProj\*.*')]

setup(
    data_files=data_files
    console=['aprilfools.py']
)

However, I now get a syntax error for the second-last line -- "console=['aprilfools.py']"
Command line just says "syntax error: invalid syntax" when I try to build it.

Thanks again,
Rishi