Just noticed something today, generic icon when running in windowed mode. Hope you don't mind the snippet / suggestion about getting it to work with the SR icon and not sure if this will work with the SR project setup (using VS myself for Irrlicht development), but might do.
HINSTANCE hInstance = (HINSTANCE)GetModuleHandle(NULL);
HICON hSmallIcon = (HICON) LoadImage ( hInstance, MAKEINTRESOURCE(IDI_ICON1), IMAGE_ICON, 32, 32, LR_DEFAULTCOLOR );
SExposedVideoData exposedData = irr::video::IVideoDriver->getExposedVideoData();
HWND hWnd = reinterpret_cast<HWND>(exposedData.OpenGLWin32.HWnd);
SendMessage ( hWnd, WM_SETICON, ICON_SMALL, (long)hSmallIcon );
Replacing irr::video::IVideoDriver with the instance from your device, and IDI_ICON1 to the resource name of your icon.