Stumbled upon this:
[quote:gi4kqzoa]MoleBox is a runtime exe packer for Windows applications. It bundles the executable together with the DLL and data files into a single EXE file, without losing the ability to run the application.
MoleBox compresses and encrypts all the application files. With MoleBox you can protect your application's data and media files from viewing and modifications, and your DLLs and ActiveX components from usage by third party programs.
Moleboxing does not affect the original application's functionality in any way nor requires any additional coding. Unpacking and decryption (if required) are performed automatically and insensibly for application. Packed program runs without extracting files to the disk.
http://www.molebox.com/
For the paranoid
Also, be aware that some AV software may pick this up and issue a warning; some trojans and viruses take advantage of this by bundling themselves with the infected exes.