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From the documentation, I found the following:

CExtGridCell::IconIndexSet(), but it wasn’t clear to me on how it is implemented, or if it is what I need to automatically add an image in my cell. 

Actually, I managed to get it to work, but if someone can let me know if this is the appropriate way, I would appreciate it.  Here are the steps that I took:

In my class derived from CExtPropertyGridCtrl, I provide a test function called:

 void LoadIcons()

{

CExtPropertyGridWnd* pGridWnd = GetActiveGrid();

if (NULL != pGridWnd)

{

HICON hIcon = LoadIcon(NULL, IDI_HAND);

CExtCmdIcon icon(hIcon, true);

pGridWnd->GridIconInsert(&icon);

}

}

then in my subsequent call to populate a grid cell:

I call the function: CExtGridCell::IconIndexSet() with the desired icon that was populated from above

You correctly use icons in grid cells. So, we will just make some remarks below. There are two ways of attaching an icon to the grid cell:

A) Keep a CExtCmdIcon object in the grid cell. This requires you to define a CExtGridCell-derived class and implement the CExtGridCell::IconGet() virtual method in it. But it is not good if in your grid there are many cells with the same icon.

B) Initialize an internal collection of icons in the grid window as you did and assign icon indexes to the grid cells.