Okay, I understand. I mean, you might be able to find a way to use code that finds the name of the exe automatically and removes that from any filepaths, OR alternatively you could try making the data files into python packages (just add a __init__.py with only 'pass' in it and python will see the directory as a package) and include that in the exe file, but I'm not entirely sure how the package system works myself. For future reference, this is the command I used to compile
py -m py2exe.build_exe kitten_command.py -c -b 2 -O -i pygame -i six -i sge -i xsge_gui -i xsge_physics
It tends to say there are a bunch of missing modules; there aren't, the game will work fine regardless, it's just a habit of the compiler and nothing to worry about.