Persistent file change within an executable

I was wondering if it is possible to have persistent changes to resources in an executable. I am using VB 2010. I don't know how to be much clearer than that but I will try.

> User opens program and picks 'File A'
> 'File A' is now copied into the executable, thus storing it forever (or until deletion of .exe
> .exe is now slightly larger because 'File A' is inside the program
> User can extract or delete 'File A'
Does this make any sense? if so can anybody help me.
I realize that this can be done with a zip file but I was wondering if it could be done inside of a program.

Yes, it can obviously be done via programming, but unfortunately, I've never seen an example of it being done via .NET programming. I'm fairly certain it either can't be done using .NET or can be done, but would require a herculean effort to get to work properly; beyond the capabilities of even a seasoned pro.

I do hope someone else posts an example or something to prove me wrong on this because I would really like to see such .NET code. :)

Thanks for your post, and that is something that I had feared.