Nuitka and numpy-mkl problem, while building executable

I want to create executable of my program. I have installed nuitka and simply wrote in command prompt Nuitka . So, I got my executable created.When I write in command prompt My_Program.exe it successfully runs. On the other side, when I want to run it by clicking on it, I have this error:

numpy\ UserWarning: mkl-service package failed to import, therefore Intel(R) MKL initialization ensuring its correct out-of-the box operation under condition when Gnu OpenMP had already been loaded by Python process is not assured. Please install mkl-service package, see
  from . import _distributor_init

How I can improve it? Thank you!