Adding the icon using Win32::Exe results in a slew of warnings when the PAR executable is first run, at least for recent versions of PAR::Packer.
If you need to use different icons then maybe you could get the approach at http://www.zewaren.net/site/?q=node/116 to work.
I could not get that approach to work, albeit I did not try very hard. Instead I hard code the icon when building PAR::Packer by replacing $(PAR_PACKER_SRC)\myldr\winres\pp.ico with my own icon file. It works well enough for my use-case.