You have to create a resource file then add it to your project. It works in code::block and visual studios for sure not sure about other IDE's
*edit here is an exmaple.
In code::block
1)hit ctrl-shift-n( or file->new->empty file ).
2)save it as something like resource.rc it should then ask you to add to current project if you have one open hit yes.
3)Put something like this