I had that happen once, too, and I'm not sure, but I think it was because I didn't select an Empty Code File but Selected Windows Form instead. I then erased the code that was in the Windows Form that I did select. Once I deleted the frmMain.Designer.cs file (don't bother putting any controls on the form because you'll lose them) and double-clicked the new form, the icon popped up. I've slept since that happened, so I may be wrong.
Jack Purdum, Ph.D.
Author: Beginning C# 3.0: Introduction to Object Oriented Programming (and 14 other programming texts)