this.notifyIcon1.ContextMenu = this.contextMenu1;
this.notifyIcon1.Icon = new Icon("setup.ico");///1
//this.notifyIcon1.Icon = new Icon(SystemIcons.Application, 16, 16);///2
this.notifyIcon1.Text = "c# 托盘程序演示";
this.notifyIcon1.Visible = true;

这样的话，没有setup.ico程序不能运行
编译时这样还是不行
csc /t:winexe /out:setup.exe /win32icon:setup.ico /resource:setup.ico setup.cs

用记事本写怎么调试阿？

可以定咧，我们都有是有那个写的咧