Excellent! I'm going to order MoleBox today!
There is FREE trial, so try it out first:
http://www.molebox.com/download.shtml
Also I think that they recommended splitting .exe and data if you have HUGE amount of media... or was it if you use best possible encryption. Anyways, any Blitz project I have seen to date should be easily packed to one big .exe if wanted. But splitting it really doesn't make things much more complicated.