py2exe, wxPython & zipextimporter error

I just found Werner Bruhin's response to Indy from Jan 20.
I think that answers this part of the question:

ejohnso9 wrote:

   But when the build is run, there are several things in the dist
directory, including msvcr71.dll. That is because of licensing issues
with Microsoft? Are there other options to explicitly direct py2exe to
link msvcr71.dll into the EXE?

Werner wrote:

python4dll = glob.glob(r'C:\Python24\msvcr71.dll')

setup(
      classifiers = ["Copyright:: Werner F. Bruhin",
...
                     "Natural Language :: English"],
      windows = [twcb],
      #console = [twcb],
      options = options,
      zipfile = zipfile,
      data_files = [("prog\\locale\\fr\\LC_MESSAGES",
...
                    ("lib\\matplotlibdata", mpldata),
                    ("prog\\", python4dll)
                    ]
    )