How to storage images/sounds in a .dll .xml .dat?

Question

Hi people I've just registered. I've been searching for a few days a way to storage images or/and sounds onto a .dll, .xml, or a .dat file or something similiar but I can't seem to find a way to do that, if it exists... But I think so, but tell me if I'm wrong... If it isn't possible to do that, can I encrypt images or/and but in a way that the programs still recognizes them and displays/plays them?

Well sorry if I'm asking something without sense, but I would like to find a way of keeping all the images and sounds in one file and then the program be able to use them without a problem, the reason is that I don't want folders full of images or/and sounds and I don't want people to freely access the images and sounds used by the program.

Could someone help me please?