We have software which stores data into multiple binary files. We want to combine all those file into single file without compression so that end user will not be confused with several files but be comfortable with single file. We want to know how to make several files into a single file and how to read a single file from that combined file without extracting it. (or probably with extracting). We have developed the software using visual basic 6.0. please help us.

WHen you say "binary files" what exactly do you mean.
If you are referring to a simlple flat (txt type) file then have you tried using a batch file to do this task
Something like this may work:

copy D:\data\*.YourExtension
d:\data\test.txt
Pause
Save as a .bat file and job's a good 'en

Basically this will copy each file in D:\data into a single file called test.txt.

Hpe this helps