>When I compile a Visual FoxPro 6.0 application to an executable file, and I attach an icon that has 256 colors to the project, the icon is not added to the file. I found out, that it works properly with a 16 colors icon The icon resource in the executable is defined with 16 colors and I cannot change it.

How about viewing the 256 icon in explorer,do a print screen and creating a new one based on it with only 16 colors by pasting into ImageEdit.exe (included with VFP3,5 and VS6)

Then you can use your new ICO file instead.