BCGSuite for MFC
void CBCGPFileDialog::SetDlgIcon ( HICON  hIconBig,
HICON  hIconSmall = NULL 

Sets the dialog box icon

Call this function to set the dialog box big (32x32) and small (16x16) icons. If the hIconSmall parameter is NULL, the first parameter is used.

hIconBigSpecifies handle to the big icon
hIconSmallSpecifies handle to the small icon