lol, I swear by API docs, programming for Win32 without visiting MSDN 100 times a day is nigh on impossible, remembering all those structure members and constant definitions is not something my brain can handle, don't get me wrong though I don't ever spend a fortnight reading a doc then get stuck in, I just look up the info relevant to the task at hand and within a month or 2 you read the whole doc.
AGK has zip file commands but no password access, it would be handy to pack data files into a passworded zip then we could extract, load and delete in the blink of an eye, that way the data is on disk for minimal time only a few MS or a couple of seconds tops, someone could recreate the data from a dat file, a savvy user or wannerbe hacker would do it just for kicks, a bunch of dat files packed into a unsecured zip would still putoff 95% of people though so its worth considering, for instance if you paid for lots of custom media or spent 100's of hours creating it and the game has the potential to be a hit ... its a no briner.
or even just for file management, like you said a master dat file for each level could be a zip full of data files for that level, something to consider when building your packer app