What's this i2.d01 file? Is it a file generated by Install Creator when you set a maximum file size or select the "Separate data from installer" option?
If so you must not delete it, it contains the data of the files to install. If you want a single EXE file, just reset the "Maximum File Size" and "Separate Data" options to their default values (0 and unselected).
EDIT: about your problem with the icons, download the build #43 and retry.