I have a Python script that I'd like to compile into a Windows executable. Now, py2exe works fine from Windows, but I'd like to be able to run this from Linux. I do have Windows on my development machine, but Linux is my primary dev platform and I'm getting kind of sick of rebooting into Windows just to create the .exe. Any ideas?

PS: I am aware that py2exe doesn't exactly compile the python file as much as package your script with the Python interpreter. But either way, the result is that you don't need Python installed to run the script.