Creating a Projector with multiple external swf

Hi there,
I have created a website and now I want to put it in a CD in just one file (the projector.exe).
My site contains many different swf with transitions, and loading external swf…
Is there a way to “put everything together” and to create a sole file? or do I have to remake the whole site in a CD version??
I’ve tried to import the swf into the Library but it doesn’t work (and for some reason when I import a swf into the Library, it just import the jpeg in it and not the swf).
Thank you

If you load external assets, then obviously they are not included in the exe, you could still just add a folder, change the paths, and put everything in there…or you’d have to make a cd version…