title: Pyinstaller --onefile warning pyconfig.h when importing scipy or scipy.signal
body: <p>This is very simple to recreate.
  If my script foo.py is:</p>
  
  <pre><code>import scipy
  </code></pre>
  
  <p>Then run:</p>
  
  <pre><code>python pyinstaller.py --onefile foo.py
  </code></pre>
  
  <p>When I launch foo.exe I get:</p>
  
  <pre><code>WARNING: file already exists but should not: C:\Users\username\AppData\Local\Temp\_MEI86402\Include\pyconfig.h
  </code></pre>
  
  <p>I've tested a few versions but the latest I've confirmed is 2.1dev-e958e02 running on Win7, Python 2.7.5 (32 bit), Scipy version 0.12.0</p>
  
  <p>I've submitted a ticket with the Pyinstaller folks but haven't heard anything yet. Any clues how to debug this further?</p>