I have a strange issue, I am running Windows 7 Ultimate at Home and at Work. At home I have no problem with Icon Sets, I have the Tray Icon set for one icon set and the Forecast Icons set for another Icon Set. What happens on the work PC is that whatever I have the forecast icons set to, the tray icon becomes that as well. I have un-installed and re-installed and verified the registry has the correct settings, for showing the different icon sets.
The difference is hardware between the house and work since the Windows 7 Ultimate is the same verison.
Note the screen shot shows the DD Colorful icon set for the forecast icons and the tray should be showing the DD Pictures but is not, its showing the DD Colorful icon set for the tray icon.