I changed my Application's icon for a new one, by going to: "Project/MyProject Properties/Icon and Manifiest", and load the new icon. Now, in my debug folder the icon of my .exe file appear with the new icon, which is ok, but when I execute the .exe, the application icon in the taskbar still showing the old one.
You have two place to change your icon.
The first place is in the project.
The second place is in the property of your Winform.
The reason that in the taskbar you have a different icon that you application (.exe) icon is that the taskbar use the current form icon to display in the taskbar.