Procedure TForm1.ThisISHowIPutFilesIn ;
var 
  ABigFileStream, SomeSmallFiles : TMemoryStream ; 

begin 
  ABigFileStream := TMemoryStream.Create ; 
  try 
    SomeSmallFiles := TMemoryStream.Create ; 
     try
      SomeSmallFiles.LoadFromFile('C:\SomeSmalFile1.txt'); 
      AddToStream(SomeSmallFiles,ABigFileStream); 
      SomeSmallFiles.LoadFromFile('C:\SomeSmalFile2.txt'); 
      AddToStream(SomeSmallFiles,ABigFileStream); 
      // enz 
     finally 
      SomeSmallFiles.Free ; 
     end; 
  ABigFileStream.SaveToFile('C:\MrBig.DDD') 
  finally 
  ABigFileStream.free ; 
  end; 
end; 

Procedure TForm1.ThisISHowIGetStufOut ; 
var 
  ABigFileStream, SomeSmallFiles : TMemoryStream ; 

begin 
  ABigFileStream := TMemoryStream.Create ; 
  try 
    ABigFileStream.LoadFromFile('C:\MrBig.DDD'); 
    SomeSmallFiles := TMemoryStream.Create ;
     try 
      GetFromStream(ABigFileStream,SomeSmallFiles,0); 
      SomeSmallFiles.SaveToFile('C:\SomeSmalFile1.txt'); 
      GetFromStream(ABigFileStream,SomeSmallFiles,1); 
      SomeSmallFiles.SaveToFile('C:\SomeSmalFile2.txt'); 
      // и т.д.
     finally 
      SomeSmallFiles.Free ;
     end; 
  finally 
  ABigFileStream.free ; 
  end; 
end; 

Procedure TForm1.AddToStream ( Source , Dest : TStream ); 
var 
Size : Integer ; 
begin 
Source.position := 0 ; 
// Сохраняем размер, помещая его в первый байт
Size := Source.Size ; 
Dest.Write(Size,SizeOf(Integer)); 
Dest.CopyFrom(Source,Source.size); 
end; 

Procedure TForm1.GetFromStream ( Source , Dest : TStream ; Index : Integer  ); 
Var 
  Size , I : Integer ; 

begin 
Source.Position := 0 ;
For i := 0 to index-1 do
   begin
     Source.Read(Size,SizeOf(Integer));
     Source.Position := Source.Position + Size ;
   end;
// Если марк¸р в файле равен размеру, то что-то пошло не так :(
if Source.position = Source.Size then
  Raise EAccessViolation.Create('Index Out Of Bounds') ;
// Получаем желаемый размер файла
Source.Read(Size,SizeOf(Integer)); 
// Очищаем буфер у Dest
Dest.Position := 0 ; 
Dest.Size := 0 ; 
Dest.CopyFrom(Source,Size); 
end;