Well, usually the icons are in the *.exe file ! So it's difficult to change.Why not make a shortcut to the program, then right click >properties>change icon ,and go to the default folder of the actual application and choose the exe, and the icon list will open. (Windows can open exe's and dll files to show icons in them if they have icons...)
There are some programs like Icon changer (I'm sure it can change exe also)or Microangelo library that might help also...