diff --git a/setup.py b/setup.py
index 270ac3d3b9..c001655879 100644
--- a/setup.py
+++ b/setup.py
@@ -55,7 +55,7 @@ if os.name == 'nt':
             ],
         }
     }
-    args['zipfile'] = None
+    args['zipfile'] = 'library.zip'
 elif os.name == 'mac' \
         or (hasattr(os, 'uname') and os.uname()[0] == 'Darwin'):
     import py2app
@@ -144,10 +144,28 @@ if os.name == 'nt':
 
     if 'py2exe' in dist.commands:
         import shutil
+        import pytz
+        import zipfile
+
         gtk_dir = find_gtk_dir()
 
         dist_dir = dist.command_obj['py2exe'].dist_dir
 
+        # pytz installs the zoneinfo directory tree in the same directory
+        # Make sure the layout of pytz hasn't changed
+        assert (pytz.__file__.endswith('__init__.pyc') or
+                pytz.__file__.endswith('__init__.py')), pytz.__file__
+        zoneinfo_dir = os.path.join(os.path.dirname(pytz.__file__), 'zoneinfo')
+        disk_basedir = os.path.dirname(os.path.dirname(pytz.__file__))
+        zipfile_path = os.path.join(dist_dir, 'library.zip')
+        z = zipfile.ZipFile(zipfile_path, 'a')
+        for absdir, directories, filenames in os.walk(zoneinfo_dir):
+            assert absdir.startswith(disk_basedir), (absdir, disk_basedir)
+            zip_dir = absdir[len(disk_basedir):]
+            for f in filenames:
+                z.write(os.path.join(absdir, f), os.path.join(zip_dir, f))
+        z.close()
+
         if os.path.isdir(os.path.join(dist_dir, 'plugins')):
             shutil.rmtree(os.path.join(dist_dir, 'plugins'))
         shutil.copytree(os.path.join(os.path.dirname(__file__), 'tryton', 'plugins'),