How do you give an .exe an ico image in Visual Studio?

I have the application using an .ico image for the taskbar and window, but how do you set up the .exe to use an icon?

While on this subject does anyone have any resources on how to work with ico images? As in what size does the start bar use, and so forth?

From what I can find there are tools out there to assign .exe's icon images but this is surely not the correct way of doing things.

Thanks in advance.