productName = 'ProductName'
if 'bdist_msi' in sys.argv:
    sys.argv += ['--initial-target-dir', 'C:\\InstallDir\\' + productName]
sys.argv += ['--install-script', 'install.py']
exe = Executable(script='main.py', base='Win32GUI', targetName='Product.exe')
setup(name='Product.exe', version='1.0', author='Me', description=
    'Copyright 2012', executables=[exe], scripts=['install.py'])
How do I use cx_freeze?