[adrianovici]

Hello! I want to create a program which modify it's own code at runtime. I need advices and, if possible, sources from where I can learn how to do it.

[The2G]

You should first start reading about memory management... Before starting with that hard stuff.

['Axion]

I think you are talking about a polymorphic engine, it changes the code each time it's ran but a vast knowledge about assembly and c++ or maybe c# (but not sure), to be able to achieve this. Also, a polymorphic engine is not the same thing as polymorphism.

[suffixor]

In windows use the function VirtualAlloc to allocate a Read Write Execute memory page, write your shellcode to this page, modify it, and then call this code.
In *nix you'll use mmap to do the same.

This isn't beginner stuff.