I think, must have been noted before, but I didn't find any tracker entry for it.
Python 2.6 throws a warning by import of py2exe 0.6.9 due to the sets module:
Python 2.6 (r26:66721, Oct 2 2008, 11:35:03) [MSC v.1500 32 bit (Intel)] on win
Type "help", "copyright", "credits" or "license" for more information.
>>> import py2exe
C:\Python26\lib\site-packages\py2exe\build_exe.py:16: DeprecationWarning: the se
ts module is deprecated
As such, it wouldn't matter much, but in connection with a warning-bug in Idle
it is not currently usable there, as the import doesn't succeed.