Hello everyone,

I have found the reason for the problem.

From the manual http://docs.python.org/py3k/c-api/init.html#Py_SetPath , 
we can see that:

After we call Py_SetPath,both sys.prefix and sys.exec_prefix will be empty.

However, sys.prefix will be used in the sysconfig.py to generate the makefile' s name, and the empty sys.prefix will cause the wrong path: lib/python3.2/config-3.2m/Makefile

sysconfig.py imported by site.py, and site.py used in the Py_InitializeEx.

So ...