@Amiga-Fan
As stated, there is no way to counter a concerted reverse engineering attempt. All you can do is to make it more or less difficult.
Accidental changes to a script are trivial to prevent. Thomas' suggestion of putting the dos script into a C string and executing it from within your compiled binary is a very practical way to accomplish this.
To prevent casual "I wonder how this script works?" attempts, encrypting the string (and decrypting at runtime) would suffice.
This is possibly a better approach than Rexxecute since you don't have to rewrite your dos scripts in Arexx. Also, good as Rexxecute is, it is not truly a compiler - as far as I know, at least - it simply wraps arexx scripts into an executable loader in much the same way as we are describing here. There was something on aminet ages ago (written itself in arexx) that did pretty much the same thing. I can't for the life of me remember what it was called, however.
Lastly, someone with the required expertise and determination to find out how any code works, will. You simply cannot prevent this.