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Based on the fact that the question and the body of the message are exactly the same as the KB article (even down to the capitalization of words), I'm guessing the user probably already knows about the KB article, and actually wants to know how to do what the KB article is describing.
But that's just my guess. It would help to have more information from the OP.
There are some examples available online, using both ActiveX and .NET. Try searching for "tray icon".
It's been a while since I looked at it, but if memory serves, the structures needed to load an icon through the Win32 API are actually quite complicated and not as simple as that article makes them out to be.
