Merging two dynamic libraries

I use a program called molebox-pro to bundle a dll with an executable that uses that dll. That way when I distribute the executable I don't need to ship the external dll with it, it goes all in one large exe. It's very practical. I wonder though if something exists to bundle two dlls together (one that depends on the presence of the other: they need to be in the same folder or in the path)? I have the C source code for one dll (my-dll) that I compile with gcc, but the other dll on which my-dll depends 开发者_开发技巧I don't have its source code. Is this at all possible? Does a tool exist for merging two dlls as it exists for merging an exe with a dll (molebox)?

Put one into resource section of another, or elsewhere, and then extract it and load by LoadLibrary.