How can I compile a Pygame program to a Windows .exe

Question

Possible Duplicate:
How can I make an EXE file from a Python program?

I have found several links talking about what to do, but I am unsure of how to use them. They often say to just use the code, but they don't say if I should put it in the terminal or use it to make a program to run. Many recommend the use of py2exe but when I try to use it it will not run because it says I do not have python 2.6 in my registery. I am rather new to the more complicated side of programming and any help would be appreciated. I am running windows vista.

Solution

This is certainly a duplicate question, but I'd recommend using py2exe. We probably need more information on how or why you are failing.