>I read somewhere that according to windows interface guidelines that modal forms shouldn't have an icon. I notice, for example that VFP's messagebox doesn't have an icon.

No, definitely not a solidly true GUI guideline. Look at MS' own modals in many apps, you'll see icons in many places. I just checked a number of common apps - some modals have icons, some don't - but plenty of them do. No standard that I can see. I wouldn't worry about it...