(I\'m using Visual Studio 2008, though I remember having similar problems with older versions as well.)
I\'ve tried several different methods (many of them mentioned
OK, this worked a treat for me :
HICON hIconSmall =(HICON)LoadImage(handleToYourApplicationInstance, MAKEINTRESOURCE(IDI_ICON1), IMAGE_ICON,16, 16, 0);
HICON hIconLarge =(HICON)LoadImage(handleToYourApplicationInstance, MAKEINTRESOURCE(IDI_ICON1), IMAGE_ICON,256, 256, 0); // Big for task bar, small loaded otherwise.
SendMessage(yourWindowHandle, WM_SETICON, ICON_SMALL, (LPARAM)hIconSmall) ;
SendMessage(yourWindowHandle, WM_SETICON, ICON_BIG, (LPARAM)hIconLarge) ;