You could do this by writing to your exe file in binary.
Find the length of your exe file, then store your resources at the end. You will have to have certain byte positions that store the filename and resource size but it can be done. The first routine in your exe needs to extract the resource. once loaded, delete the resource.
I will try to find my old basic code which did this but it would need converting to basic4ppc.
I forgot to say, the code to write the resource to your exe has to be separate program