cannot publish exe file with icon

I am trying to publish a Captivate 8.0.1 file as an exe with a custom icon.  When I select publish and choose the exe option, the icon field comes up but it is greyed out and now usable.  If I try to publish the file as an app (which I don't want too), I can use the icon field but it will not let me select any icons.

Am I doing something wrong?