No, I know it's no issue of how I'm doing it.
Pygame doesn't work on my computer, IDLE doesn't work on my computer, and sometimes Python doesn't even work on my computer. I may decide to try on my laptop at a later time, but for now I know that py2exe doesn't work on my computer either.
But py2exe doesn't work on my friend's computer either. So I still think there is a problem with py2exe itself.