packing all resources into a single exe

Hi,

Is there a way to pack all the resources into exe so the user can't see folders or dlls when they launch the installed application.

ie.
mygame.exe <400 meg> -> runs the game right away, it's just one file.

The short answer, NO

Long answer; If mygame.exe was not a nsis installer, but a program built to support exactly that, then yes, but it has nothing to do with NSIS, and I assume you did not write mygame.exe

I did write the application. It's an ogre app written in visual studio 2005. I was going to use nsis to install the registry entry and shortcuts.

Can anyone point me to a website that shows you how to pack the exe with data? or it's proper name so I can google it.