Is there a way to include pictures with an .exe file?

I have made a program that uses about 6 .jpg images in it. When I make the .exe file, does it include the images, or do I have to package them with the .exe for the program to work? I have used WinZip to make a self extracting file, but it then will extract to about 8 files, and I don't want that, just one .exe.

Thanks for your help...

They will be included as long as you didn't hard code them into the picture box. (Picture1.Picture = "C:\blah.jpg")
If you selected the image in from the properties window then they will be included.

Gl,
D!m

Thanks a lot. That will sure help things.