ok, i ran the simple example in the samples folder, after reading the output, it seems that everything is ok. However, when i go to dist folder, i can't see any exe, the following is the output from the program (at the end contains all the files i have in dist folder, any help or explanation of what's going on would be appreciated :D):

>>> running py2exe
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\collect-2.4
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\bundle-2.4
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
*** searching for required modules ***
*** parsing results ***
creating python loader for extension 'wx._misc_'
creating python loader for extension 'zlib'
creating python loader for extension 'unicodedata'
creating python loader for extension 'wx._windows_'
creating python loader for extension 'wx._core_'
creating python loader for extension 'wx._gdi_'
creating python loader for extension 'bz2'
creating python loader for extension 'wx._controls_'
*** finding dlls needed ***
*** create binaries ***
*** byte compile python files ***
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\bz2.py to bz2.pyc
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\unicodedata.py to unicodedata.pyc
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\wx._controls_.py to wx\_controls_.pyc
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\collect-2.4\wx
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\wx._core_.py to wx\_core_.pyc
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\wx._gdi_.py to wx\_gdi_.pyc
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\wx._misc_.py to wx\_misc_.pyc
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\wx._windows_.py to wx\_windows_.pyc
byte-compiling C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\temp\zlib.py to zlib.pyc
byte-compiling C:\Python24\lib\StringIO.py to StringIO.pyc
byte-compiling C:\Python24\lib\UserDict.py to UserDict.pyc
byte-compiling C:\Python24\lib\atexit.py to atexit.pyc
byte-compiling C:\Python24\lib\base64.py to base64.pyc
byte-compiling C:\Python24\lib\codecs.py to codecs.pyc
byte-compiling C:\Python24\lib\copy.py to copy.pyc
byte-compiling C:\Python24\lib\copy_reg.py to copy_reg.pyc
byte-compiling C:\Python24\lib\dis.py to dis.pyc
byte-compiling C:\Python24\lib\encodings\__init__.py to encodings\__init__.pyc
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\collect-2.4\encodings
byte-compiling C:\Python24\lib\encodings\aliases.py to encodings\aliases.pyc
byte-compiling C:\Python24\lib\encodings\ascii.py to encodings\ascii.pyc
byte-compiling C:\Python24\lib\encodings\base64_codec.py to encodings\base64_codec.pyc
byte-compiling C:\Python24\lib\encodings\big5.py to encodings\big5.pyc
byte-compiling C:\Python24\lib\encodings\big5hkscs.py to encodings\big5hkscs.pyc
byte-compiling C:\Python24\lib\encodings\bz2_codec.py to encodings\bz2_codec.pyc
byte-compiling C:\Python24\lib\encodings\charmap.py to encodings\charmap.pyc
byte-compiling C:\Python24\lib\encodings\cp037.py to encodings\cp037.pyc
byte-compiling C:\Python24\lib\encodings\cp1006.py to encodings\cp1006.pyc
byte-compiling C:\Python24\lib\encodings\cp1026.py to encodings\cp1026.pyc
byte-compiling C:\Python24\lib\encodings\cp1140.py to encodings\cp1140.pyc
byte-compiling C:\Python24\lib\encodings\cp1250.py to encodings\cp1250.pyc
byte-compiling C:\Python24\lib\encodings\cp1251.py to encodings\cp1251.pyc
byte-compiling C:\Python24\lib\encodings\cp1252.py to encodings\cp1252.pyc
byte-compiling C:\Python24\lib\encodings\cp1253.py to encodings\cp1253.pyc
byte-compiling C:\Python24\lib\encodings\cp1254.py to encodings\cp1254.pyc
byte-compiling C:\Python24\lib\encodings\cp1255.py to encodings\cp1255.pyc
byte-compiling C:\Python24\lib\encodings\cp1256.py to encodings\cp1256.pyc
byte-compiling C:\Python24\lib\encodings\cp1257.py to encodings\cp1257.pyc
byte-compiling C:\Python24\lib\encodings\cp1258.py to encodings\cp1258.pyc
byte-compiling C:\Python24\lib\encodings\cp424.py to encodings\cp424.pyc
byte-compiling C:\Python24\lib\encodings\cp437.py to encodings\cp437.pyc
byte-compiling C:\Python24\lib\encodings\cp500.py to encodings\cp500.pyc
byte-compiling C:\Python24\lib\encodings\cp737.py to encodings\cp737.pyc
byte-compiling C:\Python24\lib\encodings\cp775.py to encodings\cp775.pyc
byte-compiling C:\Python24\lib\encodings\cp850.py to encodings\cp850.pyc
byte-compiling C:\Python24\lib\encodings\cp852.py to encodings\cp852.pyc
byte-compiling C:\Python24\lib\encodings\cp855.py to encodings\cp855.pyc
byte-compiling C:\Python24\lib\encodings\cp856.py to encodings\cp856.pyc
byte-compiling C:\Python24\lib\encodings\cp857.py to encodings\cp857.pyc
byte-compiling C:\Python24\lib\encodings\cp860.py to encodings\cp860.pyc
byte-compiling C:\Python24\lib\encodings\cp861.py to encodings\cp861.pyc
byte-compiling C:\Python24\lib\encodings\cp862.py to encodings\cp862.pyc
byte-compiling C:\Python24\lib\encodings\cp863.py to encodings\cp863.pyc
byte-compiling C:\Python24\lib\encodings\cp864.py to encodings\cp864.pyc
byte-compiling C:\Python24\lib\encodings\cp865.py to encodings\cp865.pyc
byte-compiling C:\Python24\lib\encodings\cp866.py to encodings\cp866.pyc
byte-compiling C:\Python24\lib\encodings\cp869.py to encodings\cp869.pyc
byte-compiling C:\Python24\lib\encodings\cp874.py to encodings\cp874.pyc
byte-compiling C:\Python24\lib\encodings\cp875.py to encodings\cp875.pyc
byte-compiling C:\Python24\lib\encodings\cp932.py to encodings\cp932.pyc
byte-compiling C:\Python24\lib\encodings\cp949.py to encodings\cp949.pyc
byte-compiling C:\Python24\lib\encodings\cp950.py to encodings\cp950.pyc
byte-compiling C:\Python24\lib\encodings\euc_jis_2004.py to encodings\euc_jis_2004.pyc
byte-compiling C:\Python24\lib\encodings\euc_jisx0213.py to encodings\euc_jisx0213.pyc
byte-compiling C:\Python24\lib\encodings\euc_jp.py to encodings\euc_jp.pyc
byte-compiling C:\Python24\lib\encodings\euc_kr.py to encodings\euc_kr.pyc
byte-compiling C:\Python24\lib\encodings\gb18030.py to encodings\gb18030.pyc
byte-compiling C:\Python24\lib\encodings\gb2312.py to encodings\gb2312.pyc
byte-compiling C:\Python24\lib\encodings\gbk.py to encodings\gbk.pyc
byte-compiling C:\Python24\lib\encodings\hex_codec.py to encodings\hex_codec.pyc
byte-compiling C:\Python24\lib\encodings\hp_roman8.py to encodings\hp_roman8.pyc
byte-compiling C:\Python24\lib\encodings\hz.py to encodings\hz.pyc
byte-compiling C:\Python24\lib\encodings\idna.py to encodings\idna.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_jp.py to encodings\iso2022_jp.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_jp_1.py to encodings\iso2022_jp_1.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_jp_2.py to encodings\iso2022_jp_2.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_jp_2004.py to encodings\iso2022_jp_2004.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_jp_3.py to encodings\iso2022_jp_3.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_jp_ext.py to encodings\iso2022_jp_ext.pyc
byte-compiling C:\Python24\lib\encodings\iso2022_kr.py to encodings\iso2022_kr.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_1.py to encodings\iso8859_1.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_10.py to encodings\iso8859_10.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_11.py to encodings\iso8859_11.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_13.py to encodings\iso8859_13.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_14.py to encodings\iso8859_14.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_15.py to encodings\iso8859_15.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_16.py to encodings\iso8859_16.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_2.py to encodings\iso8859_2.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_3.py to encodings\iso8859_3.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_4.py to encodings\iso8859_4.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_5.py to encodings\iso8859_5.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_6.py to encodings\iso8859_6.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_7.py to encodings\iso8859_7.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_8.py to encodings\iso8859_8.pyc
byte-compiling C:\Python24\lib\encodings\iso8859_9.py to encodings\iso8859_9.pyc
byte-compiling C:\Python24\lib\encodings\johab.py to encodings\johab.pyc
byte-compiling C:\Python24\lib\encodings\koi8_r.py to encodings\koi8_r.pyc
byte-compiling C:\Python24\lib\encodings\koi8_u.py to encodings\koi8_u.pyc
byte-compiling C:\Python24\lib\encodings\latin_1.py to encodings\latin_1.pyc
byte-compiling C:\Python24\lib\encodings\mac_cyrillic.py to encodings\mac_cyrillic.pyc
byte-compiling C:\Python24\lib\encodings\mac_greek.py to encodings\mac_greek.pyc
byte-compiling C:\Python24\lib\encodings\mac_iceland.py to encodings\mac_iceland.pyc
byte-compiling C:\Python24\lib\encodings\mac_latin2.py to encodings\mac_latin2.pyc
byte-compiling C:\Python24\lib\encodings\mac_roman.py to encodings\mac_roman.pyc
byte-compiling C:\Python24\lib\encodings\mac_turkish.py to encodings\mac_turkish.pyc
byte-compiling C:\Python24\lib\encodings\mbcs.py to encodings\mbcs.pyc
byte-compiling C:\Python24\lib\encodings\palmos.py to encodings\palmos.pyc
byte-compiling C:\Python24\lib\encodings\ptcp154.py to encodings\ptcp154.pyc
byte-compiling C:\Python24\lib\encodings\punycode.py to encodings\punycode.pyc
byte-compiling C:\Python24\lib\encodings\quopri_codec.py to encodings\quopri_codec.pyc
byte-compiling C:\Python24\lib\encodings\raw_unicode_escape.py to encodings\raw_unicode_escape.pyc
byte-compiling C:\Python24\lib\encodings\rot_13.py to encodings\rot_13.pyc
byte-compiling C:\Python24\lib\encodings\shift_jis.py to encodings\shift_jis.pyc
byte-compiling C:\Python24\lib\encodings\shift_jis_2004.py to encodings\shift_jis_2004.pyc
byte-compiling C:\Python24\lib\encodings\shift_jisx0213.py to encodings\shift_jisx0213.pyc
byte-compiling C:\Python24\lib\encodings\string_escape.py to encodings\string_escape.pyc
byte-compiling C:\Python24\lib\encodings\tis_620.py to encodings\tis_620.pyc
byte-compiling C:\Python24\lib\encodings\undefined.py to encodings\undefined.pyc
byte-compiling C:\Python24\lib\encodings\unicode_escape.py to encodings\unicode_escape.pyc
byte-compiling C:\Python24\lib\encodings\unicode_internal.py to encodings\unicode_internal.pyc
byte-compiling C:\Python24\lib\encodings\utf_16.py to encodings\utf_16.pyc
byte-compiling C:\Python24\lib\encodings\utf_16_be.py to encodings\utf_16_be.pyc
byte-compiling C:\Python24\lib\encodings\utf_16_le.py to encodings\utf_16_le.pyc
byte-compiling C:\Python24\lib\encodings\utf_7.py to encodings\utf_7.pyc
byte-compiling C:\Python24\lib\encodings\utf_8.py to encodings\utf_8.pyc
byte-compiling C:\Python24\lib\encodings\uu_codec.py to encodings\uu_codec.pyc
byte-compiling C:\Python24\lib\encodings\zlib_codec.py to encodings\zlib_codec.pyc
byte-compiling C:\Python24\lib\getopt.py to getopt.pyc
byte-compiling C:\Python24\lib\inspect.py to inspect.pyc
byte-compiling C:\Python24\lib\linecache.py to linecache.pyc
byte-compiling C:\Python24\lib\locale.py to locale.pyc
byte-compiling C:\Python24\lib\macpath.py to macpath.pyc
byte-compiling C:\Python24\lib\ntpath.py to ntpath.pyc
byte-compiling C:\Python24\lib\opcode.py to opcode.pyc
byte-compiling C:\Python24\lib\os.py to os.pyc
byte-compiling C:\Python24\lib\os2emxpath.py to os2emxpath.pyc
byte-compiling C:\Python24\lib\popen2.py to popen2.pyc
byte-compiling C:\Python24\lib\posixpath.py to posixpath.pyc
byte-compiling C:\Python24\lib\quopri.py to quopri.pyc
byte-compiling C:\Python24\lib\re.py to re.pyc
byte-compiling C:\Python24\lib\repr.py to repr.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wxPython\__init__.py to wxPython\__init__.pyc
creating C:\Python24\Lib\site-packages\py2exe\samples\simple\build\bdist.win32\winexe\collect- 2.4\wxPython
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wxPython\_controls.py to wxPython\_controls.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wxPython\_core.py to wxPython\_core.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wxPython\_gdi.py to wxPython\_gdi.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wxPython\_misc.py to wxPython\_misc.pyc
byte-compiling C:\Python24\lib\site-packages\wx- 2.6-msw-ansi\wxPython\_windows.py to wxPython\_windows.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wxPython\_wx.py to wxPython\_wx.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\__init__.py to wx\__init__.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\__version__.py to wx\__version__.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_controls.py to wx\_controls.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_core.py to wx\_core.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_gdi.py to wx\_gdi.pyc
byte-compiling C:\Python24\lib\site-packages\wx- 2.6-msw-ansi\wx\_misc.py to wx\_misc.pyc
byte-compiling C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_windows.py to wx\_windows.pyc
byte-compiling C:\Python24\lib\sre.py to sre.pyc
byte-compiling C:\Python24\lib\sre_compile.py to sre_compile.pyc
byte-compiling C:\Python24\lib\sre_constants.py to sre_constants.pyc
byte-compiling C:\Python24\lib\sre_parse.py to sre_parse.pyc
byte-compiling C:\Python24\lib\stat.py to stat.pyc
byte-compiling C:\Python24\lib\string.py to string.pyc
byte-compiling C:\Python24\lib\stringprep.py to stringprep.pyc
byte-compiling C:\Python24\lib\token.py to token.pyc
byte-compiling C:\Python24\lib\tokenize.py to tokenize.pyc
byte-compiling C:\Python24\lib\traceback.py to traceback.pyc
byte-compiling C:\Python24\lib\types.py to types.pyc
byte-compiling C:\Python24\lib\warnings.py to warnings.pyc
*** copy extensions ***
copying C:\Python24\DLLs\bz2.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\DLLs\unicodedata.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\DLLs\zlib.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\lib\site-packages\wx- 2.6-msw-ansi\wx\_controls_.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_core_.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_gdi_.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_misc_.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
copying C:\Python24\lib\site-packages\wx-2.6-msw-ansi\wx\_windows_.pyd -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
*** copy dlls ***
copying C:\WINDOWS\system32\python24.dll -> C:\Python24\Lib\site-packages\py2exe\samples\simple\dist
setting sys.winver for 'C:\Python24\Lib\site-packages\py2exe\samples\simple\dist\python24.dll' to 'py2exe samples'

DIR DUMP FOR C:\Python24\Lib\site-packages\py2exe\samples\simple\dist\
_controls_.pyd
_core_.pyd
_gdi_.pyd
_misc_.pyd
_windows_.pyd
bz2.pyd
python24.dll
unicodedata.pyd
zlib.pyd

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The mind is its own place, and in itself can make a heav'n of hell, a hell of heav'n. What matter where, if I be still the same, and what I should be, all but less than he whom thunder hath made greater?  Here at least we shall be free; th' Almighty hath not built here for his envy, will not drive us hence: Here we may reign secure, and in my choice to reign is worth ambition though in hell: Better to reign in hell, than serve in heav'n.
---  John Milton, in his epic poem Paradise Lost