Windows packaging issue - missing mixer module - pygame

We're trying to create the exe file using py2exe, but we still have the 'mixer module not available' error (we're using python and pygame only), does anybody know how to cope with it?

The executable creates itself, but it crashes during loading, not loading the mixer.pyd module, which is there.

NotImplementedError: mixer module not available (ImportError: MemoryLoadLibrary failed loading pygame\mixer.pyd)