CR Pack doesn't make 1 exe file, but you can compress all other materials (models, shaders, etc.). Download some demos at http://lion-ts.com Molebox can make 1 exe (for more money ). I don't know how Molebox is good with 3dgs, but with Delphi programs it crashes sometime. If you just want 1 exe and don't bother on security then use Nakasi; it is free, makes 1 exe, unpacks all files into temp folder at runtime.
). I don't know how Molebox is good with 3dgs, but with Delphi programs it crashes sometime.