I have included the entry: data_files = [('.',['../project/Release/myDLL.dll'])],

Now, when you run python setup.py install, The ../project/Release/myDLL.dll will be copied to your Python Root.

If you wanted instead to copy myDLL.dll to the DLLs folder within the python root, change this line to data_files = [('DLLs',['../project/Release/myDLL.dll'])],

If you wanted to copy multiple files to the DLLs folder within the python root, change this line to data_files = [('DLLs',['../project/Release/myDLL.dll','../project/Release/myOtherDLL.dll'])],

With this line in place, your bdist_wininst will automatically install your DLL for you.

For more information, visit: http://docs.python.org/distutils/setupscript.html?highlight=data_files#installing-additional-files