[Naki]

Hello???
Clearly something is wrong with the compiler and/or EXE packer you are using!!
I tried this on a virtual machine, and again was unable to change the icon - WinXP showed the same error message. (Although, on this WinXP VM the icon stays after a restart.)
However, on all of my machines ALL other apps can handle changing their icon and the icon never "disappears" the way the GPU-Z icon does.

Now, either there is something you are not telling us, or a bad way to pack the EXE.
When I try to open another EXE with MS VS 2005, say Core Temp or CPU-Z, it is fine and I can see the resources. But opening the GPU-Z EXE fails with error: Microsoft Visual Studio - Cannot enumerate resources in the executable.