How to include files into VB EXE

Hello all,
I want my VB exe files to include files, just like winzip[or winRAR] make several files into one Self-extract file. I know many setup makers[such as Installshield,setupfactory...]can package many files and folder into a EXE files, but I don't konw how to do that useing VB6.
Thanks in advaned.

Moved to Application Deployment

Use the Package and Deployment Wizard or some other installation and setup package like Inno.

but I can't design the interface if I use Package and Deployment Wizard or Inno. when you start the EXE they make, the first form must be the same[a form with cancel, next,help button and the size of the form can't be changed, actually, I do not want to make setup files], and you can't change it. Certainly, Self-extract EXE of winzip or winrar have the interface that we can not change.
The key problem is that, how can i make a EXE files wihich:
1. include[package] other files so that i can promulgate it easily. and
2.I can design the interface as i like which show users when they run it, that is, I can and/change/remove any controls at anywhere of the form.For example, add a button to the form, remove the picturebox from it, and so on.Just like i'm design VB program.

i think there are at least two method:find a software that can do that. or make VB6 package files[not Package and Deployment Wizard ]

Any help?