python: my py2exe windows app makes .dat AND (unwanted) .bat file AND (unwanted) .dir file

Question

I am using the shelve module and create .dat files from my python app when they're needed by the user.

However when I ported the application to .exe using the py2exe module I'm getting three files, a .dat, .bat and .dir. How can I get rid of them and consolidate into one .dat file like I had on the IDLE API.