If by "included files" you mean graphics, models, sounds and so on, then no.
However, you can look at Terabit's datapak utility, which allows you to combine media files into an already compiled EXE - the downside is that it can make your game loading times laboriously slow, plus it uses temporary disc files which is no good if you're looking at the security aspect also.
If you want to spend a few $$, look at www.molebox.com - it does the same thing, only with no additional coding required, its very fast, and it doesn't use temporary files. It also compresses and encrypts. Well worth the spend IMHO.
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