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Ok, so if you are using python 2.4, you can include other files.
this is from http://docs.python.org/dist/node12.html

setup(...
      data_files=[('bitmaps', ['bm/b1.gif', 'bm/b2.gif']),
                  ('config', ['cfg/data.cfg']),
                  ('/etc/init.d', ['init-script'])]
     )