MapleStory windows icons

So uh, how do we set these as the icon? o_o

For Shortcuts:
Right-click > Properties > Shortcut tab > Change Icon

For falders:
Right-click > Properties > Customize > Change Icon

For a specific set of filetypes:
Open up a random folder.
Tools > Folder options > File Types > Specify a file type > Click Advanced > Change Icon

That's for XP.

Eventually, if you run into problems changing icons in Vista or 7, or want to permachange some application or e.g. default folder, I've made an extensive and good guide here.