Resource file with Code Blocks

I am learning Win32 programming, and I am stuck with resources. Can someone guide me on good tutorial on CodeBlocks and resources. I am trying to add an icon and I am getting error, '||icon file `ico.jpg' does not contain icon data|'

Any help?

Regards
Subbu
A .jpg file is obviously not an icon, an icon has a .ico extension usually.
Yes, they are not. Thanks! :)
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