it is me again

I got a simple problem, but it takes me hours of hours to solve it, and know i have no ideas any more.
I want to associate my .vos-file with a special .ico-Icon, what I've embedded into an .exe-file by using a resource file. Than, I edit the registry at HKCR and HKLM\SOFTWARE\Classes like this:
.vos -> vosfile
vosfile\DefaultIcon = "[PathToExe],0"
But, that doesn't work anyway. Is the index 0 correct? It is the only file inside my resource-file, that's why I metioned it to the index 0. I've also tried to assign the constant value, that the icon got inside the resource-file, although 150. But that doesn't work, too.
The only way, I have had success, was to install the .ico-file into INSTALLDIR and to change the registry as follows:
vosfile\DefaultIcon = "[PathToICON]"
Than, the .vos-files were associated with the icon. But I'm not allowed to extract the .ico-file into INSTALLDIR. My manager wants the icon to be embedded into the .exe.
So, is there anybody outthere, who can help me to solce this riddle?
Thx
mfw