Well, seems I've hit a bit of a crossroads in my latest development!

An application I am designing is for the user to include files for the project, now on final 'save' or 'build' as we say, I want it to produce a single executable, what would you suggest the best method is for this? So their end project will result in a single executable that will extract the content at runtime preferably memory allocation.

Any thoughts? Suggestions?