this solution workes for me on windows XP SP3
let the phpGtk binary be C:\monitor\bin\php\php
and the phpGtk main script file to be C:\monitor\system\monitor ui\monitor.php
use a bach script (monitor.bat
) file like this:
@echo off
rem Hideself
"C:\monitor\bin\php\php" "C:\monitor\system\monitor ui\monitor.php" %*
rem Hideself
pause
rem
is for comments in commands line,
the %*
part is to pass any arguments provided to the phpGtk script
use this bat to exe converter to convert Bash .bat
file to an executable .exe
rem Hideself
and rem Showself
are advanced commands and
they are just what we need

with this program you can:
- set an icon,
- include files
- set a password for the executable
Hint: you can phpGtk binarys but you should use %MyFiles%
to refer to them
Advice: when your project is all done you can trim the pause
command (it is just to see the errors php cli logged to you)
Caution: using multiple icons needs .NET framework
Hint: you can use Ressource Hacker
to replace the single icon with multiple ones 
Hint: you can use the WinRAR
's SFX
feature to handle the installation for you
hope this help somebody's life ! :)