Application is ignoring the icon's alpha channel

I’m trying to configure my program’s application icon. So far, the taskbar icon works fine. But the icon in the title bar of the application window is not properly transparent.

[Image: http://i.imgur.com/orNHsoM.png ]

Here is my pascal code:

Code:

SDL_WM_SetCaption( WindowName , IconName );
RWop := SDL_RWFromFile(‘gharena.ico’, ‘rb’);
ICOimage := IMG_Load_RW(RWop, 1);
ICOcolorkey := SDL_MapRGBA(ICOimage^.format, 0, 0, 0, 0);
SDL_SetColorKey(ICOimage, SDL_SRCCOLORKEY, ICOcolorkey);
SDL_WM_SetIcon(ICOimage, Nil);

Is there something I’m doing that’s wrong?[/code]