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You haven't been to my site for a very long time have you? I compress ALL my programs now to make the EXE's smaller. A 40KB VB EXE can easily be shrunk down to 12KB. Also, since it compresses - all plain text in the EXE file is no longer plain text.

You may use the program to only optimize your EXE without compressing - or do both. It was written in assembler. To force you to visit my site, I'm not going to tell you where I got the program. Instead, you'll just have to go to my site's Recommended Links page and find out for yourself. heh
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And uh, I know what I'm talking about here. If you do this:
Open File For Binary As #1
Put #1, , CStr(AnyVariable)
Close #1
It will properly save EXACTLY what's in that variable and nothing more and nothing less.
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As for an alternative to using resource files, see if you can do something with PEBundle by the same guy who made the EXE compresser.