How to compress Xojo project to single EXE

You can also use WinRAR to make an SFX archive (Single EXE) that silently extracts to a temp directory and kicks off the program; the end user wouldn’t even know this is happening. It isn’t viable in all cases, but it’s a quick and dirty solution. An added benefit of this is choosing “Best” compression really helps knock down the file size from the mandatory Xojo DLLs, giving your application a smaller footprint.

Udnerstood Zachary, but the thing is that I don’t want to leave any trace on the target pc, really want to run the Xojo program as a moblie application.
Think Molebox should be able to do this job.
Anybody having topical experience with Molebox 4 ?