Help: Problems with application icon

Question

I'm having a little difficulty with the application icon, could use some advice.  I've added the application icon for the project in the properties page (Application pane), and the exe does show the selected icon when viewed using windows explorer.  However, when I run the application, the icon is NOT displayed in the task bar... the default icon is displayed instead.  How do I get the selected application icon to show in the task bar when the application is running?
I am running .NET 2005 on Windows XP, and I program in C#.
It's not the biggest issue I'm working on right now, but it is annoying.  Thanks in advance for any help.