anybody here have build it correctly?
how to make a msi file just as the official site did?
is there any detailed tutorial online?
We're currently shipping CPython built on VS 2008, but I do know of people building with 2005. How they do it, I'm not entirely sure, but all of the related files are available -- see the PC folder for previous versions of project and solution files.
As for making the MSI, from a source checkout, the Tools/msi/msi.py script is how its generated, but there isn't currently any documentation or tutorial. What I'd do is start by running that script, then piece together what you're missing in order to get it working. You'll need a built Python including the third-party things like tkinter in order for it to work. I know it needs pywin32, but I can't remember anything else I needed off the top of my head, but I have gotten it to work before.