Both SamLogic CD-Menu Creator and SamLogic Visual Installer give you the possibility to add your own icon to your project. To create an icon you need a program that helps you to form icons and in many cases Microsoft Visual Studio is sufficient for that purpose. However, Visual Studio has some flaws concerning icon handling (among others shortfalls with handling the color palettes) so if you want to make creating icons easier and escape those problems, it can be a good idea to use a program that specializes in the task instead.
There are several different programs at the market. We use Axialis IconWorkshop which is easy to use while still being a powerful tool. The program can create icons both for Windows and Mac OS and it can convert between them as well. If you use Visual Studio, you can add Icon Workshop as a plug-in into your Microsoft development environment.
You can read more about Axialis IconWorkshop at their webpage: