I will use the socks hexed in the Flat Clothing tutorial as an example.
Our file has two bmps: bmp1.bmp and bmp2.bmp.
By embedding them in the file, the bmps will no longer need to be sent along with the clothing file - everything is included in the .clo file instead.
Start by opening your file in LnzPro.
Right click in the white space of the left menu in LNZ Pro and select Add Resource....
Click Browse and locate the texture used in your file. Hit Open and then Create.
You should now have an option called BMP in the left menu. Clicking the [x] next to it will give a list of the embedded bmps.
Repeat for each texture.
Save your file. You should be able to remove your clothing bmps from your Clothes folder and your clothing will still work in the game.
And that's all there is to it. Not so hard, is it?