Depends where you got them
If you look at vbaccelerator and other sites you will notice they have icon downloads. It would appear that the Microsoft ones are freely available, in that alot of windows/vb sites offer them for download. Got a couple of cds over the weekend full of vb resources, and on the first cd was a complete collection of Windows 3.x - 2000 icons.
Guess it's in Bills interest to have standard windows icons in all products.
Some sites do have charges for their own icons, and persumably you couldn't offer those as downloads. Have a look at http://www.winfiles.com to get an idea.
Hope it helps