now when i run the "ok.exe" it inflates itself to a hidden files, to see it you must enable show hidden files in folder options (in win xp)

and when i go to commnad prompt with dir/a command i got this:

so the folder have all neccessary files to run the *.tbasic code (here it is tb10c.tbasic") without thinbasic installed. obfuscate code will prevent others from reading its content as a readable code.
i haven't read how this is done but may be this link :
http://en.wikipedia.org/wiki/Zlib usefull also read the articles about zlib
i saw many zip files in the form of exe when you run it is decompressing to a folder.
another possible example of bundling software is BAT to EXE, VBS to EXE Converter http://www.scriptcode.com/battoexe/
zlib Home Site:
http://zlib.net/
http://www.winimage.com/zLibDll/index.html