ImageEdit is not good. Try to get Borland's Resource Workshop or paint with
paintbrush and use a freeware converter to convert from BMP to ICO, write a
little resource script (*.rc) refering to the ICO file and compile it to *.res with BRCC.EXE (comes with Delphi).
Use {$R xxx.res} to include it. Then you may use the API function
HICON LoadIcon(
HINSTANCE hInstance, // handle of application instance
LPCTSTR lpIconName // icon-name string or icon resource identifier
);
Take this handle (HICON) with the message WM_SETICON to assign it to your
form:
SendMessage (Form1.Handle, WM_SETICON, false, iconhandle);
Note: 3rd parameter = icon size (true -> large icon; false -> small icon).