How can I combine several individual .ico files into a single file?
Solution 1:
You need to build a DLL that contains multiple icons as resources. That can be done from Visual Studio via these instructions. Other Windows development tools that can create a DLL should be able to do the same thing.
This could even been done with the resource compiler (rc.exe) that is included in the Windows SDK and manually creating a resource file.
Solution 2:
Looks like this will work as well.
http://convertico.org/Multi_Image_to_one_icon/
Solution 3:
It turns out that there was a Java rewrite of CombineIcons called Icollator, although it still only supports up to 128x128 pixels.