I just ran "setup.py bdist_msi" with NLTK which is a pure Python
package. You can see the setup.py here:
http://code.google.com/p/nltk/source/browse/trunk/nltk/setup.py. Despite
the fact that NLTK is pure Python, the generated .msi's look like
nltk-0.9.8.win32-py2.5.msi and nltk-0.9.8.win32-py2.6.msi (built with
Python 2.5 and 2.6 respectively).

So, two questions: (1) are the version numbers supposed to be there? and
(2) if so, does that mean a .msi for a pure Python package built by
Python 2.6 won't work on any other version?