<p>How does one combine several resources for an application (images, sounds, scripts, xmls, etc.) into a single/multiple binary file so that they're protected from user's hands? What are the typical steps (organizing, loading, encryption, etc...)?</p>

<p>This is particularly common in game development, yet a lot of the game frameworks and engines out there don't provide an easy way to do this, nor describe a general approach. I've been meaning to learn how to do it, but I don't know where to begin. Could anyone point me in the right direction?</p>

Short answer: yes.
In Mac OS 6,7,8 there was a substantial API devoted to this exact task. Lookup the "Resource Manager" if you are interested. Edit: So does the
ROOT
physics analysis package.
Not that I know of a good tool right now. What platform(s) do you want it to work on?
Edited to add: All of the two-or-three tools of this sort that I am away of share a similar struture:
The file starts with a header and index
There are a series of blocks some of which may have there own headers and indicies, some of which are leaves
Each leaf is a simple serialization of the data to be stored.
The whole file (or sometimes individual blocks) may be compressed.
Not terribly hard to implement your own, but I'd look for a good existing one that meets your needs first.