>This is a wild guess, but it sounds like you've attached an icon file with just a 16x16 icon in it. That way, it would show up right in the Explorer, but not in the shortcut or the change icon dialog. The icon file has to have both icon formats in it. As I mentioned earlier in the thread, the FAQ has step-by-step instructions on how to get both in one file.
Thanks, George. I will give it a try and see if it makes a difference.