Sorry if this gets asked a lot, but does anyone know if there's a recommended way to change a Blitz+ exe icon - I seem to remember a hack for Blitz 2D.
You could use ResHacker to replace the icon in the .exe file, or maybe use ResHacker on runtime.dll in the Blitz program directory (if this file exists). There is also a dll for this: http://www.eiksoft.com/eik/articles.htm The topic is 'Set Icon' or 'Set Icon B2D'.
You mean the smaller versions of the icon ? I believe they are generated automatically by windows. You might need to rename or copy the file to update this 16x16 icon after you replaced the program's 32x32 icon.