py.shell and py2exe

Is there a known problem using py2exe on programs that have a py.shell.Shell
window? I have been using a py.shell.Shell window as a debugging aid in a
program, but when it came to building an exe file and installer, the program
simply would not run (no error messages or anything) while the shell was
there. After commenting out the "from wx import py" and the actual
py.shell.Shell creation code, it worked perfectly. It's not essential that
the shell is included in the exe file (whereas it *was* essential that the
program was finished and installable today!), but I'm curious as to what
went wrong.

David