In general, there is no way to do this in a secure fashion, if you want the app and its data to be self-contained. However, you can certainly encrypt the files and decript them with a key buried in the code. A determined hacker can get it, but if that's not what you are worried about, then fine. If you do this, remember that encypted data cannot be compressed, so compress first, then encrypt.
If you genuinely need the data to be secure (eg, confidential data), you will need to encrypt the data with a key and supply that key to the app my some external means, such as putting it on a thumbdrive and getting that to the user by means of a secure courier.
Another possibility it to make the data (or the key) available over SSL, and use a good authentication method to verify who your user is.
In general - it's not possible for any system to be perfectly secure, but it's also not nessesary. A system only needs to be secure enough to discourage the attackers that you think will be trying to crack it.