I want to make some icons with Inkscape.
I hope there is a simple solution, but I cannot find it in the documention.
    

You can't save directly as .ico from Inkscape. A good option is to 
export a PNG, open the PNG with GIMP (http://gimp.org) and save from 
there as .ico

  
Thanks for your quick response. A pity it cannot be completely done inside inkscape.

Luc