>I have put my .ico file in Icon for file extension property, and in Windows Explorer it doesn's show my icon (big icon) and it shows icon for unknown file type, but for small icon it shows my icon.
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>How can I solve this, so that both big and small icon be my .ico file?

You may want to check the multiple pages in the icon to see if the 32x32 icon page is blank, or non-existent.