This is an example that uses binary packages.

To make the installer on a non-Windows system, download the pygame installer
for 32-bit Python 3.4 (win32-py3.4) from here:
http://www.lfd.uci.edu/~gohlke/pythonlibs/#pygame

Open it up with an archive tool, and extract the pygame folder from PLATLIB.
Place it in a folder called pynsist_pkgs, and pynsist will use it in preference
to the files it finds on your system.