http://bugs.winehq.org/show_bug.cgi?id=3591
--- Comment #26 from Bernhard Reiter ockham@raz.or.at --- I've sat down and produced a patch which I believe fixes this bug. The patch, split in two parts, is found at http://source.winehq.org/patches/data/104913 and http://source.winehq.org/patches/data/104914
Anyone interested, please build Wine from git with those patches applied and test if your py2exe/cx_Freeze/... package freezing works. Please report the results here -- positive reports might help convince the Wine maintainer to merge those patches into the official code!