Adding an icon to my app

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!

This is getting even stranger - - I went back into the Visual Studio icon editor with my 32x32 icon and did a "new image type" and selected 16x16 256 colors. I drew a new 16x16 icon and saved it. I went back into the Properties for Form1 and in the Icon property I did a reset and the re-selected the icon file.

The OLD 32x32 icon still appeared in the Form1 property menu!

The NEW 16x16 icon now appears in the title bar for the app, BUT it's not 16x16. It looked distorted so I did did a screen capture and scaled it to 800% to count pixels and it looks like they're displaying it at about 20x20 pixels.

The Alt-tab now shows the OLD 32x32 icon but the Taskbar has the NEW one!

I also did a View...Other Windows ... Resource View but it was empty.

Could someone please explain what's going on and how to do this right? Thanks again.