It can't be done, http://security.stackexchange.com/a/4639 is about DRM, but the same applies to anything which the user doesn't want on his computer including Anti-Cheat mechanisms. (Which has the tendency to be even harder to do than DRM.)
But why would you, really why would you? It's your customers computer, not yours, the customer does with his computer whatever he pleases to do with it. You have no rights about it. Your program is removed if the customer doesn't like it.
For multiplayer games it's not about designing the binary running on, but designing the communication. Letting the users just send "I've won with 20000 points" doesn't work, neither does "I've 2000 Gold". You'll need to simulate the game yourself and just let the players send what they are doing like "I ordered the soldier to move to point X/Y" or "I've bought Item number 43", not what the result of that actions are. The server decides what the results are, and who won in the end.
If it is a single player game with online high score, a option would be to have the player send you a replay, simulate it and decide the result from that.