Install the bz2 DLL on Windows.
diff --git a/PCbuild/python20.wse b/PCbuild/python20.wse
index 369efc5..0a016d9 100644
--- a/PCbuild/python20.wse
+++ b/PCbuild/python20.wse
@@ -1720,6 +1720,11 @@
   Flags=0000000000000010
 end
 item: Install File
+  Source=.\bz2.pyd
+  Destination=%MAINDIR%\DLLs\bz2.pyd
+  Flags=0000000000000010
+end
+item: Install File
   Source=.\mmap.pyd
   Destination=%MAINDIR%\DLLs\mmap.pyd
   Flags=0000000000000010
@@ -1797,6 +1802,11 @@
   Flags=0000000000000010
 end
 item: Install File
+  Source=.\bz2.lib
+  Destination=%MAINDIR%\libs\bz2.lib
+  Flags=0000000000000010
+end
+item: Install File
   Source=.\mmap.lib
   Destination=%MAINDIR%\libs\mmap.lib
   Flags=0000000000000010