Well, I think the included file options are for when you attach media to a project, like all the models and bitmaps might go with the executable in a variety of ways.
The PCK file is sorta like a .zip file that will go with your main program, instead of loading the media files from their locations - it would load them from the .pck file.
Installer type exe I'm not too sure about - don't know if it works, but I imagine it extracts your program and media to a specified directory, nice feature but I don't think it works.
The EXE with attached media is like the PCK file, except the PCK file is included in the executable - so you'd have 1 massive executable and that's all.
I suggest sticking to the standard .exe and media setting, expecially if you are reading files manually, like a custom level format file, because you can't read from a file that is attached or in a PCK file, external files need to be stand alone files that can give full access.
The only time I've used any fancy options, was with VSD Tracker, the GUI images and mouse cursors are included with the executable, but even that was pretty fiddly to get working.
Van-B
