if you want it so that the ico file is hidden from the user, you can make a dll that would store the icon informaton in it. This would involve some win32 programming into your code, thats one way of keeping it packaged together
I found a useful document on using icon files.
Icons in Win32you should also be able to find information on icon programming in the msdn at http://msdn.microsoft.com
Hope this helps
Bilal D.
Applications Engineer
NI
Bilal Durrani
NI