Making a program copy it's self

Hi, quick newbie question here!

I was wondering if anyone knew how to make a program copy its self, I
have this small mp3 player (using wm9/wm10 depending on which one's
installed). I want it to be able to install itself from a menu button
(file, install) causing it to create a dir in program files then copy
its self there.

I *could* create an installer but I don't see the point for such a
small program, I'd like it to be able to install its self.

Thanks.

.

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