Well,

If you only want to read the files and not modify them (likely considering the CD distribution ) and thus you know all the file lengths you could write them into one file.

Make youself a little VB tool which opens files in binary mode and appends them all together, keep a list of file names and lenghts and just read out the bytes you wnat into the temp dir when you need them and delete them when you're finished.

If you put some thought into it you could define a header which has the contents in it. eg

first 4 bytes (long) = header lenght (writen last after calc... len(header) )
header (comma delimited or whatever)
file bytes writen from array. it's not encryptipon but it would take a programmer to write code to extract the files.

To exctract, read the header and search the string for the file, then load the bytes out into a byte array, write the temp file and open it, or if it's a format that your software supports, open it out of memory.

binary read/write is fast so you won't have to worry about performance issues much, should only be a fraction slower