>Several of the DLLs shipped with Windows contain multiple icon files. For example the SHELL32.dll has hundreds of ICO files contained in the DLL file.
>I have a hand-full of ICO files that I would like to built into one of my DLL files so that I can use the ICO files from the shortcuts.
>I can't figure out how to do it. I have added a resource to my project and added ICO files to the resource but that didn't work.
>

You'll need be a bit more specific about what isn't working. One thing I can think of (assuming you've figured out how to add multiple icons into the resource file) - these icon's aren't used automagically like in VFP. You have to load from the resource file via the ResourceManager class.