If the target platform is win32, create .bat files... ...instead of *nix shell scripts. Target platform is set to "win32" if main command is 'bdist_wininst' or if the command is 'bdist' and it has the list of formats (from command line or config file) and the first item on that list is wininst. Otherwise target platform is set to current (build) platform.

#!/usr/bin/env python
import zlib, base64, sys
print base64.encodestring(zlib.compress(sys.stdin.read()))