If a Windows program's exe file does not contain an icon, when the program is running in the VM, the icon in the dock displays as empty Windows frame with a little Parallels icon in it's lower right corner. For example, Quicken for Windows (qw.exe) does not contain an icon in the exe, but the shortcut in the start menu or desktop icon refers to a quicken.ico file. So Windows knows to use that icon in it's taskbar and the task manager. It's a little tricky though. If an exe file does contain an icon, the shortcut can still be pointed to a differnt file's icon to display a different icon on the desktop or start menu. But when run, the taskbar and task manager still use the main icon in the exe. Parallels should look at the shortcut used to start an application and use the icon in the dock. Not a must-have type of feature, just nice to have.
