When you say "distribute all the media", do you mean you don't want to allow other people to easily have access to your media? Obviously your program needs the media included with it otherwise it would be unable to load it.
Regardless of how you package your game, you will still end up exposing your media files. Even including them in the exe (Which is an Idea I have never liked) they get extracted to a temp folder before executing the program.
If you really do not want your media available then you need to look at some kind of encryption. Although this will probably increase loading times a bit.
At a minimum level, you could consider renaming all your files something like "datablock0001.dat".