Python py2exe all-in-one

I'm very new to python, and I wanted to compile my code into a .exe for everyone to be able to use. I create the .exe without a problem, but instead of it being in an "all-in-one" sort of file, I get a folder that looks like this:

http://i.stack.imgur.com/gi2kK.png

I tried pygame2.exe (provided courtesy of pygame, since this game was made in pygame) but I get an error when I use the pre-made script from them (something about a build_exe error).

Anyways, is there a way that I can combine 开发者_StackOverflow中文版all of these files into a single exe? Thanks.

Instructions are available here: http://www.py2exe.org/index.cgi/SingleFileExecutable

See example of Bundle Files in the end.