THIS EXAMPLE I MADE SHOWS YOU HOW TO ADD ICONS EVEN EASIER. USING AN IMAGE CONTROL

FIRST WE MAKE THE SUB, IT TELLS US WHERE THE IMAGE LIST IS AND EXTRACTS THE ICONS

VB Code:
  1. Option Explicit
  2.  
  3. Private Function pGetPicture(sFileName As String) As StdPicture
  4.    Dim c As Long
  5.    
  6.     For c = 1 To frmMain.imlMain.ListImages.Count
  7.         If LCase(frmMain.imlMain.ListImages(c).Key) = LCase(sFileName) Then
  8.             Set pGetPicture = frmMain.imlMain.ListImages(c).ExtractIcon
  9.         End If
  10.     Next
  11.    
  12.   End Function

NOW WE BUILD THE MENU, HERE IS A COPIED PART OF MY PROJECT

VB Code:
  1. Public Sub BuildMainMenu()
  2.     With frmMain.mnuMain.MenuItems
  3.    
  4.         .Add 0, "KeyFile", , "&File"
  5.         .Add "KeyFile", "KeyExit", , "E&xit", pGetPicture("EXIT"), vbAltMask, vbKeyQ
  6.  
  7.     End With
  8. End Sub

HOPE THIS WAS USEFUL, ITS MUCH BETTER THAN USING RESOURCE FILES!