I got a similar problem, except that calling it twice wouldn't work for me. I
tried looking everywhere and I seemed to be doing everything exactly like other
people..... After fiddling around, I got this order:
pygame.init()
pygame.display.set_icon(pygame.image.load("image.bmp"))
window = pygame.display.set_mode((640, 480
pygame.display.set_caption('Caption')
Something wrong with using Surface.convert() as I originally used a
load_image() function that did that.
Michael
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