http://wildsau.idv.uni-linz.ac.at/mfx/upx.html

UPX = Ultimate Packer for eXecutables.

free: UPX is distibuted with full source code under the GNU General Public License, and may be used freely even with commercial programs.

Maybe you have an EXE that's kinda big. Try this program (UPX) on it to make the EXE smaller. Example's from the webpage:

Application Executable Original Compressed Ratio
Netscape 4.06 netscape.exe 2,934,336 1,124,352 0.383
Descent 2 descent2.exe 1,448,873 652,832 0.451
MAME 0.36 mame.exe 8,214,016 1,810,056 0.220

I just used it on a EXE that I compiled in VB. The EXE started out at 128KB's. I used UPX on it, and now my EXE is 39KB's. The packed EXE works with no problems, and I notice no difference in load times at all...........

....."Yeah Baby"