Use distutils ability to automatically generate cross-platform "executables"

This closes #438, using a utility that comes with ``distutils``. (It also closes #453, though we are not going with ``py2exe``).

I have tested this on Linux and Windows and it seems to work nicely.

@jeffbaumes and @blu-elephant if you could try building this on your systems, that would be great.
Wow this is pretty cool.