Where to correct
Within site-packages/py2exe/samples/extending/setup.py
(line 54 ff..)
   1 ################################################################
   2 # arguments for the setup() call
   3 
   4 test_wx = dict(
   5     script = "test_wx.py",
   6     other_resources = [(RT_MANIFEST, 1, manifest_template % dict(prog="test_wx"))],
   7     dest_base = r"prog\test_wx")
   8 
   9 zipfile = r"lib\shardlib"
  10 
  11 options = {"py2exe": {"compressed": 1,
  12                       "optimize": 2}}
  13 
  14 ################################################################
what to do
The Error is within
   1 zipfile = r"lib\shardlib"
it has to be
   1 zipfile = r"lib\shardlib.zip"
additional information
I stumbled upon while trying to include win32com.client - that module was not able to find gen_py/__init__.py
20040112 HAM
the cause
This problem is a limitation of the current win32all (build 163, currently).
Py2Exe itself does not require that the zipfile has a .zip extension (and this can be useful to obscure the contents of this file).
I've sent Mark Hammond a patch  
 
-- Thomas Heller

