The icon in the taskbar is looking very ugly in my WPF application.
The designer sent me some PNGs like:
32x32, 64x64, 96x96, 128x128, 192x192, 256x256, 512x512
Make an .ico file containing multiple sizes. At a minimum, you should have the following sizes: 16x16, 32x32, 48x48, and 256x256 according to the Windows icon visual guidelines. Having a single .ico file will help Windows pick the best size and scale it appropriately depending on the situation (application icon, large taskbar, small taskbar, etc.)
If you aren't a designer, then it's also better to let your designer make the 16x16 image, since it's possible the larger images you have have too much detail and do not scale down very well. If the larger images are very detailed, then the designer could make the smaller images simpler so that the icon shows better. The visual guidelines linked above have more tips about this.