I'm developping with visual studio 2008 and I use several project library used by several application project. There is also external dependency.
When I distribute the program, all the DLL appears in the program files folder which would make very easy to hack my program. Is is possible to bundle all the project library into one exec file?
Well, if you sign your assemblies it will be near impossible to "hack" your program. Read about signing assemblies here. There is a program called ILMerge that you can use to bundle your assemblies into one, but I don't see the need really... at least not to avoid that someone hacks your codez :-)