Thanks for the error report... it sounds like a path problem, but is odd since it should always look at the current path first (and the stringIO.pyc is embedded inside the exe). Can you tell me what directory your Python install is located at? What minor version of Python do you have (2.6.x)?
Can you also try these three things and tell me what errors you get?
1. Temporarily rename your python install directory to another name (not in path) and then rerun exe. This will test for path conflicts.
2. If that solved the problem then rename the directory back and try this, if not then leave it as is and try this as well. Copy the StringIO.pyc file from your python_install/Lib directory into the same directory as the ai_chat_example.exe and then rerun.
3. Temporarily set your pythonpath to a blank path (backup and remove everything if there is anything in there). This is under, Start, Control Panel, System, Advanced, Environment Variables, and then under system variables. Try running it again.