Of course not. It is in the design of .net to have several dlls in your project and not a huge executable.
I suggest you keep it that way. If you want to deploy your solution, make an installer (
setup project[
^]), or if you don't need any additional settings to be made on the client, just make a zip or an
sfx[
^].
If you stick to your bad idea, there are ways to do it:
1) Put all your classes in a single executable project. But that won't make third party assemblies to be incorporated in your executable.
2) There are tools you could use to merge your output file into a single assembly. Try this one:
Post build step static linking tool for C#, using ILMerge[
^]