Uh, it will not work.
You cannot just change the icon for a program. You can only change the icon of a shortcut to a program. If you wish to change the icon of the exefile, you'll need a program like reshacker to modify the executable.
The quickest solution would be to make a shortcut to the executable, and alter its icon.
EDIT: if you need to change the icon of a program you make, look into the compiler options.