Making an exe redist package

I am trying to learn how to add an external 3rd party module using packp3d, the pyo digital audio processing module as stated above.

Would I have to do what is described here:
panda3d.org/forum/viewtopic.php?t=11688

How could I proceed?
(The 3rd party module I wish to use is located:

code.google.com/p/pyo/ )

Thanks again,
Tony