You don't change the content of EXE files: partly because they normally reside in a write-protected folder under "Program Files", partly because that kind of activity triggers anti-virus software like crazy, partly because the file is in use while the app is running and can't be changed, but mostly because it's a very bad idea with modern apps.
The way I handle this is to use the built in data folders windows includes:
Where Should I Store My Data?[
^] covers this.
You might want to look at this as well:
Instance Storage - A Simple Way to Share Configuration Data among Applications[
^] - it's not exactly what you need (it's a bit more involved than that) but it adds a degree of flexibility you may not have considered.
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