section '.res' resource readable from 'yourresources.res'    

The are two resource types related to icons, the RT_GROUP_ICON is the type for the resource, which has to be linked to one or more resources of RT_ICON type, each one containing single image. This allows to declare images of different sizes and color depths under the common resource identifier. This identifier, given to the resource of RT_GROUP_ICON type may be then passed to the LoadIcon function, and it will choose the image of suitable dimensions from the group. To define the icon, use the icon macroinstruction, with first parameter being the label of RT_GROUP_ICON resource, followed by the pairs of parameters declaring the images. First parameter in each pair should be the label of RT_ICON resource, and the second one the quoted string containing the path to the icon file.

macro multi_icon group,[label,icon_file,num]
{  common local count
    count = 0 
   forward local data,size,position 
    label dd RVA data,size,0,0 
    virtual at 0 
     file icon_file:6+(num*16),16 
     load size dword from 8 
     load position dword from 12 
    end virtual 
    data file icon_file:position,size 
    count = count+1 
   common local header 
    align 4 
    group dd RVA header,6+count*14,0,0 
    header dw 0,1,count 
   forward 
    file icon_file:6+(num*16),12 
    dw label#.resid 
   common 
    align 4
}

directory RT_ICON,dir_icons,\
          RT_GROUP_ICON,dir_group_icons

resource dir_icons,\
  1,LANG_NEUTRAL,icon_data1,\
  2,LANG_NEUTRAL,icon_data2

resource dir_group_icons,\
  IDR_MAINICON,LANG_NEUTRAL,res_icon_main

multi_icon res_icon_main,\
  icon_data1,'MYICON.ICO',0,\
  icon_data2,'MYICON.ICO',1
    

This macro came from somewhere on this forum.
I dont know where from or who the author was?