I feel like the biggest noob in the world asking this, but how do I add an icon to my desktop app in Visual Studio 2005?

Here's what I did:

In the Solution Explorer I did "Add Item" and added an icon.

I edited the 32x32 icon it gave me with my graphics.

In the Properties for Form1 I selected my new icon. It appeared with my new graphics in a compressed form to fit in the Properties menu but it looked pretty good, but it did NOT appear in the title bar.

I cleaned and built my app and ran it. My new icon appears in my Windows task bar but NOT in the alt-tab menu and NOT in the title bar - those get a sort of default icon.

What am I doing wrong? Why does my new icon appear in some places and not others?

And while I'm at it - how do I add multiple-size icons to my app so it has large and small versions for all the different places Windows uses uses icons of an app?

Thanks in advance!