O.K. I'm back. And here's my diagram. This diagram represents an ice-boat on a 45 degree downwind tack (i.e. 45 degrees downwind as measured from the true wind direction - the wind direction a stationary observer would feel).
Now, as I said, this diagram will take some explanation. So here goes...
Unfortunately, I freehanded this diagram in M.S. Word. So it's not to scale. I can easily produce one to scale in another program if need be.
The vertical arrows at the bottom obviously represent the true wind speed and direction.
The lowest of the diagonal vectors represents the speed and direction of travel of the ice-boat. I have it here going downwind at 45 degrees, and moving at twice the speed of the wind. If my final force vector (after considering lift and drag as it operates on the sail) has any component toward the front of the boat, this tells us the boat will still be accelerating in that direction. When the net force is perpendicular to the boat's velocity (after accounting for lift and drag on the sail) the boat is on a steady state course. I show the former case here.
Note: the two key parameters here are the L/D (lift to drag ratio) of the sail (including the mast, chassis, etc.) and the L/D of the skates on the ice. I have intentionally ignored the L/D of the skates on the ice for two reasons. First to keep the diagram simple and easier to follow, and secondly, because the L/D of the skates can just as easily be lumped in with the L/D of the sail. If this is a concern I'll be happy to include those vectors on my next diagram. In any event, I think we should be able to agree that the ice-boat could be running on rails with low-friction wheels such that the L/D of the blades (rails in this case) would be so ludicrously high that we can ignore it.
A word on L/D:
L/D is literally the lift-to-drag ratio. On a wing (which is just a type of sail) the L/D also describes the glide ratio. So a glider that had an overall L/D (wing, fuselage, and all) of 30, would descend 1 foot for every 30 feet it moves forward.
More on L/D:
L/D is almost always a measured quantity - not a theoretical one. How it is measured is important to understand in order to understand the diagram. Lift is always measured as the force perpendicular to the free-stream (the relative wind over the wing - but not the disturbed wind in the immediate vicinity of the wing). Drag is always parallel to that free-stream and operates in the same direction (i.e. it opposes the velocity of the craft).
Now we come to the apparent wind vector. This is the vector whose tail is at the head of the boat's velocity vector. The apparent wind vector is simply the true wind minus the boat's velocity. This should make sense as you would expect to feel zero apparent wind on a boat that's going the same direction as the wind at the same speed as the wind. THIS is the vector that describes the wind seen by the sail (and everything else on the boat).
This apparent wind vector represents the free-stream that the sail sees. So we know the lift will be perpendicular to it and the drag will be parallel to it. You can see the "lift", "drag", and "resultant force" vectors drawn relative to the free-stream. The length of the "lift" and "drag" vectors is given by the L/D of the craft.
I don't recall what L/D I used for this drawing. It appears to be maybe 6:1 (I'll measure it if anyone cares). High performance sailplanes get 50:1.
So in the end we have the resultant vector acting on the vessel - against the keel/skates. If that force has a forward component, the boat can still accelerate forward from it's current state. I think you can see that if you extend the resultant force vector to the boat's velocity vector, it does in fact have a forward component.
If you wish to consider the L/D of the skates (the one part I intentionally left out), you simply have to compare the cross-component to the forward component of the resultant force vector. As long as that ratio is less than the L/D of the skates, you're still accelerating.
I hope this makes sense, but I realize it's may be difficult to absorb though vectors and verbage. It's a lot easier if I can wave my hands around and point at things.
I'll be happy to expand on, or clarify, any aspect as necessary.