1. Download py2exe from http://sourceforge.net/projects/py2exe/files/
(Download the version that corresponds with your python version.)
(Download the version that corresponds with your python version.)
2. Follow instructions from http://www.py2exe.org/index.cgi/Tutorial
Basically, you need a file called setup.py, like this:
from distutils.core import setup
import py2exe
setup(console=['runui12.py'])
Then run this line in command line:
vtkpython setup.py py2exe