No, you cannot modify an executable while it is running; it's a compiled assembly from your code, and saving values to a running executable makes no sense. What you're asking it to do is not possible.
You can store your information in a binary, encrypted file at the very least if you're concerned with security or you can use a database. There are several ways to store locally (i.e. not require a DBMS).
Here's a link to a useful SO post: What is a good choice of database for a small .NET application?
