IDI_ICON1为图标资源ID，mDlgProc为对话框架过程函数

BOOL CALLBACK mDlgProc(HWND hDlg,UINT message,WPARAM wParam,LPARAM lParam)

{

switch(message)

{

case WM_CLOSE:

EndDialog(hDlg,NULL);

break;

case WM_INITDIALOG:

{

HINSTANCE hInstance = ::GetModuleHandle(NULL);

HICON hIcon = LoadIcon(hInstance, MAKEINTRESOURCE(IDI_ICON1));

// 设置窗口的大小图标 

// 大图标：按下alt+tab键切换窗口时对应的图标 

// 小图标：就是窗口左上角对应的那个图标

::SendMessage(hDlg, WM_SETICON, ICON_BIG, (LPARAM)hIcon);

::SendMessage(hDlg, WM_SETICON, ICON_SMALL, (LPARAM)hIcon);

}

break;

case WM_COMMAND:

switch(LOWORD(wParam))

{

........

}

break;

default:

return(FALSE);

}

return(TRUE);

}