Embedding DLLs in a compiled executable

Question

Is it possible to embed a pre-existing DLL into a compiled C# executable (so that you only have one file to distribute)? If it is possible, how would one go about doing it?<

Answer 1

It may sound simplistic, but WinRar gives the option to compress a bunch of files to a self-extracting executable.
It has lots of configurable options: final icon, extract files to given path, file to execute after extraction, custom logo/texts for popup shown during extraction, no popup window at all, license agreement text, etc.
May be useful in some cases.