Attaching one file with other so that action on one effect other...

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C#

We all must have noticed that when we save a webpage say index.htm with all resources two things got appear at the place where we save it. one is file index.htm and second one is a folder with the same name which contain all the resources like images and script in it...

now when we try to move html file then folder also move with it...

Is there a way to do this with any two files???