How do I save python programs so they can be used by anyone?

I've read a lot about GUIs (in particular tkinter) and I know how to design and align widgets, but all the examples still must be opened through the python interpreter. I want to essentially make an application I can save on the harddrive of my computer (or put on a website), so all I have to do is double click the icon of the application to run the program - so I won't have to even open the python interpreter. How do I do this?