How to make executable file ?

[BOOGIEMAN]

Just how to make *.exe file from python code ??
I typed this :

a, b = 0, 1
while b < 1000:
        print b,
        a, b = b, a+b

and saved it as pyt.txt

Now, how do I make pyt.exe file ???
I want to run it on windows where isn't installed python.
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