Using python for crafting malicious Windows apps is not ideal as Windows does not have a python interpreter by default. If you already have the chance to install an interpreter, then you already have administrative rights.
If you are going to handle sensitive information, are you sure a completely open backdoor, developed by you with no experience in this matter, is the best way to go?
Basically what you want to craft is a rootkit, you should try out the "Designing BSD rootkits", I believe it's in the book section.