The sides (and pretty much everything) are anti-aliased vectors, so they are as good as they can possibly get. Perhaps the specific angle of them and your hardware make them look worse. They look fine to me, and there really is nothing I can do to improve them (without blurring them and losing their crispness which I think would be a worse problem. As far as the sizes, each ICO file includes all of the sizes so that depending on the way your operating system is configured you see each size in all of its glory (rather the a shrunk version of the 256x256 size as many lazy icon creaters resort to). Let me know if there are any other problems and I will do my best to address them.
Does the set Free for use?