From： http://stackoverflow.com/questions/2672537/setting-icon-for-wpf-application-vs-08

Assuming you use VS Express and C#. The icon is set in the project properties page. To open it right click on the project name in the solution explorer. in the page that opens, there is an Application tab, in this tab you can set the icon.

操作很简单，比较关键的是：Yes. This worked for me. However, it appears that when running the application from the VS debugger (ie pressing F5), the 'generic' icon is still shown. However, running without the debugger (ie ctrl + f5, or from desktop etc) shows the custom icon, as expected。

这个挺。。。，弄了半天还以为自己错了。