Using .xls file as resource

I still have other things to work out before this becomes a 'problem' so I'm just putting it here to see if I'm looking in the right direction.

I have a lot of data in an excel file (data.xls) which I succesfully imported with oleDBadapter & connection into my project, but the data I imported is always of use to my program, so instead of importing it everytime I want it to be present all the time.
Should I;

a) Import it every time manually (I've got that now)
b) Import it automatically on startup (shouldn't be a problem)
c) Include it as variables (sounds crazy to me)
d) Compile it with the code somehow.

Option d) sounds good to me and I quickly scanned some help files on compiling 'other' files with your code.

Is it possible to compile an .xls file with my code so that the .exe has all data 'in it' when executing it? Preferably in a dataset.