How can I get the icon from a Windows XP application?

NirSoft's Icon Extractor will do this, though you'll only get a 256x256 if there's one there. Prior to Vista, OS icons were 48x48, and many developers followed that guidance. If it's popular software, somebody may have manually constructed a larger version, try sites like DeviantArt.

"Download IcoFX. It's tiny, free, and very easy to use. It's great for extracting icons, creating new icons, and editing existing icons.

It will extract all the icons embedded in an executable. It can also open icons and show you the images contained within, arranged by size and color format. From there it can export any icon image in various formats e.g. PNG, bitmap, jpeg. Can also work in batch mode to extract a whole bunch of icons from multiple files, though I haven't tried that.

Note to the answerer who suggested Visual Studio:
VS does not handle 32-bit color icons well; it can only create icons up to 24-bit color. As an icon editor and extractor, it is pretty poor."