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On OSX there's the concept of a Document Package, which is basically a directory that is shown to the user as a single file. This is the Apple documentation about it:

If your document file formats are getting too complex to manage because of several disparate types of data, you might consider adopting a package format for your documents. Document packages give the illusion of a single document to users but provide you with flexibility in how you store the document data internally. Especially if you use several different types of standard data formats, such as JPEG, GIF, or XML, document packages make accessing and managing that data much easier.

So you can create a directory called say MyFile.aaa but the user sees it as a single file without extension and with the icon of the application registered with aaa files.

Is there something equivalent on (any recent) Windows ?

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up vote 1 down vote accepted

This is not supported as a core OS function.

But a similar concept is possible as follows: You could always store multiple documents into a zip file structure and give it a extension different to .zip and register that extension with your application. Internally the document structure uses standard zip algorithm, but the users don't have to care about that.

An example is java .jar which are actually zip files but handled by the Java runtime.

Whether a user sees the extension for your file is based on the settings they have selected under Folder Options > Hide extensions for known file types.

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sorry for answering so late. Zipping is not an option as it will slow down the application considerably as I may store big files in the directory. I accept your answer though because in the first line there's the information I needed. Too bad there's no other option. Thanks. –  Pastronio Faruglio May 31 '12 at 7:17
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