I think what Anonymous Monk wants to tell you is that you will need to provide more information about your problem. Interesting points would be:

• What command line do you use to create your executable?
• How does your executable "not work on Windows"? The exact error message and/or symptoms are important.

• Can you produce and post a small (10 to 20 line) example script that exhibits the same symptoms, so we can easily replicate your problem?