Mac 101: Change your icons

To change an item's icon to another one:

1. Select the volume, application, folder, or file whose icon you want to stamp onto another, just click the icon to select it.
2. From the File menu, choose Get Info or press Command-I to open the Info window.
3. Click the icon in the upper-left corner of the Info window to select it.
4. From the Edit menu, choose Copy or press Command-C.
5. Select the volume, application, folder, or file whose icon you want to replace.
6. From the File menu, choose Get Info or press Command-I.
7. Click the icon in the upper-left corner.
8. From the Edit menu, choose Paste or press Command-V to replace the icon.

http://support.apple.com/kb/ht2493