You're searching a simple way to include Medias and Executable in one executable file with a Free product ?
It took me along time to find a tool which works with all my AppGameKit compilations.
Enigma Virtual Box is the solution
Once compiled with AppGameKit :
1 - Optionally change your AppGameKit compiled executable file icon with Resource Hacker => Link to Download :
http://www.angusj.com/resourcehacker/
2 - Open Enigma Virtual Box => Link to Download :
http://enigmaprotector.com/en/downloads.html
3 - choose the original executable (the icon will be herited from it)
4 - drag&drop your media parent folder to enigma "Files" Tab and click OK in the little popup which appears.
5 - in the Options Tab (very important!), check the "Share the virtual system to child processes" box.
6 - Click on "Process" Button
(7 - Save your EVB Preferences for your game on exit , you will only have to repeat Pt 1,2, 4 (if media changes),6) for a new compilation.
Now you have your game in one executable file
You can try to unzip it ! (but the content is not what you believe
I hope this will help you to provide more alpha and beta version of your games ...