Difficulty creating an .exe using py2exe

I have made an simple gui application using python + easygui. Now I want to make an exe out of it. So I am using py2exe for this job. What I want to do is to make a single exe file i.e. using options = {'py2exe': {'bundle_files': 1}} in the setup.py file. But when I do it this way, the exe file that comes out does not execute . On the other hand, if i leave bundle_files to 3, the exe files does execute. I really want to have only one exe file for easy distribution. So please help if anyone has any solution.

i am using zipfile=None option in both of them.

btw, if anyone replies here, will I get e-mail about it?