This has been discussed many times before, try searching for it. But the simple answer is that some parts of the game are accessed through .txt or .xml files, these we can mod, other parts imbedded in the .exe file and these we cannot. The reason people do the latter is because it takes far less time to load data from the .exe than it does from .txt or .xml files, on the otherhand files that you want to change quickly and easily are generally kept in .txt or .xml files because then they can be changed without re-making the .exe each time you do.
EDIT: Oh and please bother to put understandable and meaningful titles to your new threads. It makes things easier when people want to search for a matter later on.
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