Use bdist
with the correct options:
From the docs:
The available formats for built distributions are:
Format Description Notes
gztar gzipped tar file (.tar.gz) (1),(3)
ztar compressed tar file (.tar.Z) (3)
tar tar file (.tar) (3)
zip zip file (.zip) (2),(4)
rpm RPM (5)
pkgtool Solaris pkgtool
sdux HP-UX swinstall
wininst self-extracting ZIP file for Windows (4)
msi Microsoft Installer.
Notes:
1. default on Unix
2. default on Windows
3. requires external utilities: tar and possibly one of gzip, bzip2, or compress
4. requires either external zip utility or zipfile module (part of the standard Python library since Python 1.6)
5. requires external rpm utility, version 3.0.4 or better (use rpm --version to find out which version you have)