Making my textures, obj files fit into 1 exe file

Is there any program that can for example create one *.exe out of my textures. So instead of having :

3 texture image
1 program exe
1 music clip

I would like to have :

1 everythinginit *.exe

Is this possible ?

You can have many resources in one *.exe, then you can obtain pointers to the resources at runtime.

All of the resource functions: