If you're including the file and you're still getting the error then the second part of my answer probably applies.
Windows explorer says that the python26.dll in construct's folder is version 2.6.2150.1013. Put that dll in the same folder as your exported exe and it should work.
Edit: It isn't necessary to pm me with a duplicate of what you posted here.
If you're still having issues you can find solutions yourself by doing small changes over an working install of CC. That way you can isolate what changes introduce the problems and go from there.