Actually it is another EXE file
which includes the rest of the Bagle.
Automated installations - Automate software deployments and compile them into exe files
for offline computers.
It is possible the worm's author did this in an attempt to bypass company filters which try and block EXE files
from reaching their users from the outside world.
Other features of the new version of the software include the ability to compile scripts into EXE files
which can then be launched on any Windows PC and a script debugger for complex macros.
Power users will appreciate the ability to compile scripts into standalone EXE files
which can be launched on any Windows PC, and an integrated script debugger aids the creation of complex macros.
Unique Application Virtualization Solution Allows Applications to Be Packaged into Simple EXE Files
that Run in User-Mode Isolated from Host PC without Installation or Changes to local Registry and File System
Slideshow playback as screen savers or in EXE files
make sharing easy.