Not sure what problems or errors that you are getting. Creating a small test application where I am dynamically creating the PrintPreviewDialog
and assigning the Form's Icon to it before showing it works for me.
Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click
Dim printPreviewDialog1 As New PrintPreviewDialog
printPreviewDialog1.Icon = Icon
printPreviewDialog1.ShowDialog()
End Sub