sudo python3.2 setup.py install

...
running install
running build
running build_py
running build_ext
gcc -pthread -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -Ibuild/temp.linux-i686-3.2 -I/usr/local/include/python3.2m -c source/bases/Console.c -o build/temp.linux-i686-3.2/source/bases/Console.o
In file included from source/bases/Console.c:41:0:
source/bases/Common.c: In function ‘ExecuteScript’:
source/bases/Common.c:307:5: warning: passing argument 1 of ‘PyEval_EvalCode’ from incompatible pointer type
/usr/local/include/python3.2m/eval.h:10:24: note: expected ‘struct PyObject *’ but argument is of type ‘struct PyCodeObject *’
gcc -pthread build/temp.linux-i686-3.2/source/bases/Console.o -L/usr/local/lib/python3.2/config-3.2m -lpython3.2 -o build/lib.linux-i686-3.2/cx_Freeze/bases/Console -Xlinker -export-dynamic -lpthread -ldl -lutil -lm -s
/usr/bin/ld: cannot find -lpython3.2
collect2: ld returned 1 exit status
error: command 'gcc' failed with exit status 1