I just wondered if there is possible to compile everything (bitmaps,sounds +++) into one *.exe-file? So that you dont need to have a directory with the files...

you can do that using an resource compiler and resource scripts (*.rc). don''t forget to link the resulting .res file to the exe...

I think NeHe has a tutorial on bitmaps stored in a resource file. Check out tut 38. I don''t know about sounds though.