You''ll need to actually define a Windows Class, fill it up with data. if you don''t know what I''m talking about, go read up a basic Win32 tutorial.

The windows class i done and working. I just replaced the standard icon-name with mine, but it is still using the windows icon. There´s nothing wrong in the windows class, maybe something in the resources...

Hi,
I dont know what are you doing, seems like you just started learning C++ or Visual C++ since you want "the whole code" to put in your app.
anyway, the way I use to do it when I am doing a Dialog App with the wizzard (will work with any wizzard that creates and shows a default Icon) is to generate the proyect, Close the Visual C++ IDE or just the project, is better if you close the whole thing though, look on the resource directory of the proyect, delete the Icon that is there, and put mine, changing the name to the same name the one created there used to have (Icon.ico?),
start the IDE again, compile and thats it