In Visual Studio, use File + Open + File and select c:\windows\system32\user32.dll. Open the Icon node and double-click 103. On my machine that's the Error icon. Back, right-click it and select Export to save it to a file.
That's the iffy way. These icons are also available in Visual Studio. From your Visual Studio install directory, navigate to Common7\VS2008ImageLibrary\xxxx\VS2008ImageLibrary.zip + VS2008ImageLibrary\Annotations&Buttons\ico_format\WinVista\error.ico. The redist.txt file in the Visual Studio install directly explicitly gives you the right to use this icon in your own application.