Using a tool like this that Fr34k has put together:
http://freak.purearea.net/tools/
And since the source code to SQLite is readily available...

Wouldn't it be possible to compile SQLite into a .lib or .obj file using a C compiler, then combine that with El Choni's SQLite library, run Fr34ks tool and "viola" - create a PB library that could be linked by PB with your PB application all into a single executable? Just like any other PB library?
Rather than importing/exporting the SQLite DLL, etc. as has been discussed here in the past.
Just a thought.
( Caveat: I am PB library ignorant, so I apologize in advance if this question doesn't make any sense. )