Fusing it into one

Hi I have a problem, i googled it but can’t seems to find any good answers on this.

I make a movie using ‘load_movie’ function and it leaved me with a lot of swf lying around and one main .exe file to run it.

I need to fuse all the swf into one main exe because I need to make it into a self run CD-Rom

How do I do it? or do I need specific software or something like that?