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Well the most sucessful pc games usually allow the players to change what they want. After all if Valve and iD are fine with it then who are we mere mortals to disagree? :) Besides if anyone wants to get in they will anyway.
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However to answer you question there are a couple of ways.

If you are making a simple game where the only resources are bitmaps its very simple to place your bitmaps as resources in your exe. Granted people can grab them using special programs but the average user won't be bothered.

If you feel more advanced than that then you can try some simple encryption, either use libraries around the internet or write your own (simple XORs and such). Ofcourse as you supply the key inside the exe so your game can unencrypt them if someone wants your graphics they will get them. Besides, decrypting large amounts of data can cause slower laoding times!

Lastly, just use custom data formats. Write plugings for your art editor and modelling package. Unless you tell someone your format people will need to reverse engineer or guess what you have to get their hands on your lovely art.

p.s. This question has been asking alot, the search button is there for a reason!!! :)

Modding is different from someone with a litle PC knowledge snooping around, finding all your textures as .bmps and screwing them up before realising they've knackered the game! I'd obscure things so you have to know what you're doing to get to the data. Unless of course it's multiplayer in which case giving your car 400bhp extra needs to be prevented!

Quote:
If you are making a simple game where the only resources are bitmaps its very simple to place your bitmaps as resources in your exe. Granted people can grab them using special programs but the average user won't be bothered.

i think this is what i want! how do you do that? ( but the program size will increase :( )

Simply add the graphics and sounds files as resources in your .exe or .dll files and use them. I am sure if you use the search button you will find some tutorials on how to perform this simple task :)

You could also use some sort of compression library that supports encryption aswell.. Think that zlib does it. Then you have the übercoolness of a .pak file system along with encrypted data. It's not 100% safe, but I guess that atleast 99% of all computer users doesn't know how to decode the encrypted data.

.. add it as recourses? do you mean to have an array of chars and initialize it with the bytes of my picture?

Nehe's Lesson 38 shows how to use resource files.