Save the icons you want to a folder e.g. in documents or downloads. To change the icon for any programme shortcut on your desktop, right click on the icon you wish to change, go to 'properties' and choose the 'shortcut' tab. Click 'change icon', then 'browse', find the folder where you saved your icons, choose the icon you want to use and click 'OK'.
To change the Windows icons for 'my computer', 'recycle bin' etc:
for Windows 7:
Right click anywhere on your desktop and choose "Personalise". Your control panel will appear; click on 'Change desktop icons' in the menu on the left. A 'desktop icon settings' box will appear, click on the icon you want to change, and then on 'change Icon '. Another box appears... click on the 'Browse' button and go to the folder where you saved your icons. Select the one you want then click 'open', then 'ok'. When you're done, click 'ok' in the 'desktop icon settings' box and your new icons should be in place.
