I assume you know how to e-mail an attachment, or send someone a file via MSN. But if the person you're sending your program to does not have Python installed on their machine, you've probably figured out that the .py file is useless to them. If they open that .py file, their computer does not know what to do with it unless they have Python installed. Therefore, they do not see the same thing you see.
There are ways to byte-compile your .py file, and package it with the Python dependencies, into a single .exe file. This executable file can be run from any other Windows Machine, with or without Python being installed. Check out
PyInstaller for more information.
Follow the documentation closely. It can be a painful process, but it's easy once you learn how to do it. Then you end up with a nice .exe file you can send to your friends through e-mail, MSN, or however you please.