1. Insert>Resource>Bitmap>Import...Select *.ico file.
2. File>Save As>... *.rc file.
3. Select "Resource Files" in output window, 
   right-click to add the *.ico, *.h and *.rc files.
4. Type the: #include "resource.h", in the header.
5. Change the WindowClass.hIcon to:
   LoadIcon( hInstance, MAKEINTRESOURCE( Icon ID as shown in ResourceeView ) )
6. Build>Rebuild All.
    
   