You did not look at all settings of that demo project. Open the "project options" > "Application": You will see that the checkmark at "Use manifest source (and enable themes") is not set. Default, however, and therefore probably the setting of your own program, is that this checkbox is checked. When you remove this checkmark for you program you will have the icons in the message dialogs. But simultaneously you will also have the ancient look and feel of Windows 95.