Setting program icon in gtk

Hi, I have a program that I have written that is almost done, but I would like to change the icon (not the one in the titlebar, the one displayed in the window manager i.e. WindowsExplorer), I use gtk 2.0 for all my UI and I would like to know if it is possible to change the icon in that, and if not, is there any way that I can do it? thanks…

???
Probably a GTK forum it’ll be more helpful?!
I’ve found this article, maybe interesting?:
http://ricardo.ecn.wfu.edu/~cottrell/cross-gtk/
Bye

I am on windows, I have no need to cross-compile, I probably should have mentioned my os before though