I want to make a msi for my PyGame game with cx_Freeze :
(I already created an execute file)
So, i used python setup.py bdist_msi, but I got this message : 
File "C:\Python34\lib\msilib\__init__.py", line 213, in commit
    FCICreate(filename, self.files)
ValueError: FCI error 1
An idea ?
I had that problem, the build was created and worked ok, but an ValueError: FCI error 1 take place in the msi creation. In my case, it was due to data files containing a point in your name (example AB_12345.1.fasta). I replaced the point by the underscore symbol (example AB_12345_1.fasta) and everything worked properly. I hope it helps you on something.
Building msi with cx_Freeze : ValueError: FCI error 1