the first step is to make sure you've downloaded and installed iconpackager from:
www.stardock.com/products/iconpackager
run iconpackager from start/programs/object desktop or from the control panels.
click the button to install new packages, select install from disk, browse to your dl'd package and open it. the 'my computer' icon from the set will appear in the ip window. click it, click load, click apply, ok

also, if you find your icons don't 'stick' after a reboot, reapply the theme and click 'rebuild icon cache.'