Add the path of htmlcons.inc file, in the project search path.
Edit:
I don't have Delphi 4 to check what is the way to do that.
You should add the full folder path "C:\Program Files\PBear\HTMLComponents\Thtml\Package" where htmlIcons.inc is, in the project option "Search Path", or in the Global "Library Path".
Project Options in Delphi 2009:
- Menu: Project | Options | Delphi Compiler | Search Path
Global Options in Delphi 2009:
- Menu: Tools | Options | Environment Options | Delphi Options | Library Win32 | Library path
It will work with any of both option, if you change global, it will be there for any project, or if you add only to the project option you are compiling, you can add a relative path.