When you want to create an .exe in the PIDE, the runtime files are not compressed with UPX.
The reason why they are not compressed by default is because changing the default resource icon corrupts the .EXE file if they are compressed first.
If you install UPX on your computer, the PIDE has a new option to compress the newly generated .exe file.
The new make executable feature in the PIDE only works on the PC.
