Creating an icon for Shortcut

In my current job i make small applications and most of them just seat in a server location until they are started by a start up program. In the start up program user select the application to be started.

The start up program is usually just placed on teh user's desktop.

I want teh startup program to have a cusotmized icon instead of the default icon created by vb.net when I build the application.

I expected to be able to add an image as my icon as easily as choosing an image for a picture box but that does nto appear  to be the case.

Can any one give me the steps necessary to add an image as an icon for my application?

Note: I am not a very advance programmer. I have only worked with simple database windows application and I am alone inthe project.

Thanks