Well, you're right. I misunderstood your initial post, it seems (not sure why).
Maybe an image helps:
That thing needs either a IMAGELIST set before, or the icon as HICON to be specified directly. Hence the need for HICON:
You would now have an HBITMAP in bmp. You can convert that to an HICON if you want (not sure what your goal is) but it might not be necessary.
My Problem right now is to get that thing transparent.
ICONINFO has a hbmMask, which should possibly be (as far as i believe I understood it) all black where it should be transparent. I played around with SRCCOPY, SRCAND and the likes, but never really got anything different than the solid white background.
