I have a small app with a setup project. If I create a shortcut to my Primary Output, then this gets a standard Win7 icon and not the icon specified in my exe\'s Application
You can add an icon from your target.exe file to the shortcut... in File System On Target Machine, browse to the shortcut in the folder you want to add the icon to (User's Desktop,etc). Right click the shortcut and select Properties Window. You'll see an Icon line... click it, select Browse, then browse to Application Folder/yourExe.exe (change from ICON to Exe files) and say OK. It will show you the icon from yourExe.exe that it has selected, say OK. You basically have to do the same thing for your Add/Remove Icon (appears in Control Panel/Uninstall)... properties page for your setup project. You have to do it for all shortcuts in different folders (User's Desktop, User's Startup, etc.) All icons good now!