This is an example that uses binary packages.

To make the installer on a non-Windows system, download the PyQt4 installer from here:
http://sourceforge.net/projects/pyqt/files/PyQt4/PyQt-4.10.4/PyQt4-4.10.4-gpl-Py3.3-Qt4.8.5-x32.exe

Open it up with an archive tool, and extract the PyQt4 folder and sip.pyd from
Lib/site-packages. Place them in a folder called pynsist_pkgs, and pynsist will
use them in preference to the files it finds on your system.