I ran into a similar problem a while back where I wanted to use pkg_resources.resource_stream() to load resources. py2exe doesn't support resource loading from the zipfile and pkg_resources couldn't find the resources peer to the zipfile. The party line is to use an installer for required resources. That wasn't suitable for my predicament, and it doesn't seem like that solution would suit you.
I extended py2exe to copy resources to the zipfile. I've been meaning to write an blog entry about it, and your question spurred me to finish it. Here it is: http://crazedmonkey.com/blog/python/pkg_resources-with-py2exe.html. It's a hack, but it gets the job done. The upside is that once they're in the zipfile, you can optimise to include the zipfile contents in the EXE and move towards a single-file executable.

From: patty.ackermann@gmail.com [mailto:patty.ackermann@gmail.com]
Sent: October 31, 2008 5:59 PM
To: py2exe-users@lists.sourceforge.net
Subject: [Py2exe-users] py2exe and pkg_resources


I am not too familiar with pkg_resources, but I do know it's preventing my conversion to an .exe. My program actually uses a package (http://pypi.python.org/pypi/pycopia-SMI/1.0a2) that requires disutils and pkg_resources to install.
I read somewhere that py2exe does not support this, but there might be a hack?

Thanks in advance,