How do I compile a PyQt script (.py) to a single standalone executable file for windows (.exe) and/or linux?

I started to fiddle with PyQt, and made a "beautiful" script from the pyqt whitepaper example app (pastebin)

It works perfectly in Windows and Linux (with qt environment already installed on both).

Now my question is: Since I am trying to use Qt because it is compiled (at least pure old C++ based Qt), how can I compile some .exe file to run it on Windows, or a standalone executable for Linux.

The point is that I want the program to be compiled, because of speed and portability, instead of interpreted from source, which would require a previous setup on any machine. One of the goals, for example, is sending small gui scripts via email to coworkers who are not programmers at all.