Donna,
Have you tried uninstalling/reinstalling IconDeveloper yet?
If not, you might try uninstalling > rebooting > go into "Start\Run\type: regedit" and delete the IconDeveloper key (folder in left pane) if they exist, from the following keys (folders in left pane):
HKEY_CURRENT_USER\Software\Stardock
HKEY_LOCAL_MACHINE\SOFTWARE\Stardock\ObjectDesktop
Make sure there is no leftover IconDeveloper folder in "C:\Program Files\Stardock\Object Desktop" folder, and then reinstall IconDeveloper.
This will reset IconDeveloper as a clean install.
Sorry, forgot to say "hit Enter" after "type: regedit" above.
You did double-click the saved icon to verify that the other sizes were missing from the format didn't you?
This sounds like you have Infranview as the default handler for viewing ".ico" files.
If so, what happens if you set IconDeveloper as the associated program for ".ico" files (Tools > Preferences > File Types > select ".ico" > click "Apply"), and then double-click the file to view all the included formats after saving?
I'm not sure that this will make any difference, but it might be worth a try.