PMFJI, Try AxIcons from http://www.axialis.com. It's a sharware program for creating .ico and .icl. Has an import bitmap feature that will auto-scale a bitmap to fit the icon size.

I don't think you can create them with photoshop.

>Hi Hiten
>
>I have the same question, im not a good graphic designer but my skills with photoshop dont allowme to convert the screenshots into individual (and valid) .ico files, dont you have the .ico files for us?
>
>TIA
>
>--------snip-----------
>Hello there Edward
>
>I did not quite get your question.
>
>Any ways for the screenshots I use painshop pro 7 ( evaluation version )
>
>Every shot was a full screen capture .
>
>Tell me if you did not understand.
>
>Thanx for your interest.