   how do you group files together in one .exe?
  What I want to know is, after you have made your game with your bitmap on a .bmp file in your game folder, how can you make your game run with the graphics if there isnt the .bmp file in the folder? SO if someone was downloading my game they would just download one .exe file with the graphics on it, as opposed to them downloading a folder which had a seperate .bmp file which they could open and change the graphics if they wanted to. 
  I''m still rather new, but I know it has to do with resources. At the moment I just load my tilesets and sprites from seperate bmp''s. But there''s nothign stopping someone from chaning it. I too would also like to know how to prevent someone from viewing/changing external files or including tiles and sprites as resources and how to then access them. ;  Correct. You would include them in a resource header and resource script file. I''m sure google and msdn can help you with this. ;  If your program is only for Windows, you can use structure storage. Structure storage is a file system in a file and it is use by OLE. Like that you can add bmp, sound, class serialize and all stuff you want.  You have to create a new projet which create your structure storage from datas. 