已经解决了，谢谢各位
GZGLXTDlg::CGZGLXTDlg(CWnd* pParent /*=NULL*/)
    : CDialog(CGZGLXTDlg::IDD, pParent)
{
    //{{AFX_DATA_INIT(CGZGLXTDlg)
        // NOTE: the ClassWizard will add member initialization here
    //}}AFX_DATA_INIT
    // Note that LoadIcon does not require a subsequent DestroyIcon in Win32
    m_hIcon = AfxGetApp()->LoadIcon(IDI_MENUICON);
}
修改最后一行括号里的IDI_MENUICON改为你的图标IDI_就行了