Hey there, welcome to the forums.
The hotspot centering idea is a good un', I've wanted that a couple of times myself.
With regard to storing sounds/music in the EXE, you can do this via the Resource Bar (should be docked on the right hand side, in a tab). Right click Binary Resources to add files; DirectSound can play these using the 'Autoplay from resource' action. The icon for the application can also be edited here, though I think it needs more work (IE, the ability to change different modes of icon).
If you have any crashes or problems, try to forgive them as Construct does make huge progress every build, and is edging its way to stability . Don't forget to report them, as explained here:
They should then be fixed fairly quickly.
Thanks for your suggestions!
Rich
Edit
Seems I got beat! Ah well