mmnhh interesting, what version of Windows are you using ? It just an exe file that you double click with the only advise is not to move it out of the folder as it needs the other files to play it.
ps: From looking on the internet it looks like you are using Windows 7 am I right ?
pss: From doing a bit more research the latest version of Python has dropped support for Windows 7. I see if there is a work around.
psss: There is a work around by installing a hacked version of Python which I am not too sure what I want to do that as the reason why they removed support was because there are some features on the latest version of Python that makes it unsafe for Windows 7. I will add a ' Windows requirement ' so other people with Windows 7 won't be wasting their time attempting to play my game.