I\'m programming a fairly simple application which I want to cut to just one simple EXE file + some data storage (XML for example).
My question is regarding configur
Creating or using a file in the same folder (or in the App_Data) is pretty standard practice.
You use an installer like Inno Setup (free) to create a single exe installer (http://www.jrsoftware.org/isinfo.php)
If you want a DB rather than XML, have a look at SQLite (http://www.sqlite.org/) a file based DB or use an MS Access DB.