Letting the user create a portable Exe

BlitzMax Forums/BlitzMax Programming/Letting the user create a portable Exe

This program I'm writing lets a user pick multiple images and music and sequence them into a show for showing off to their friends.

Currently, the file structure that they have to work with looks like this:
mainprogram.EXE
Datafolder\
  image1.jpg
  image2.jpg
  image3.jpg
  image4.jpg
  image5.jpg
  song1.mp3
  song2.mp3

Is there a way to write a function in my program that allows the end
user to take all of those media files and wrap it up into a single
exe? That way, when they want to show off their slideshow, they just
have to worry about bringing along a single exe file, not a folder
filled with a bunch of media files.