I recently changed my theme on Windows 7 for the first time, and I also wanted to change the icons to match. I used the theme and icons listed here http://browse.deviantart.com/customization/skins/windows7/visualstyle/#/d2o7oz5
I used 7Conifier to change the icons, but the problem is that only the icons pinned to the task bar changed. Opening something that isn't pinned, such as Microsoft Word, has the default windows icon. I then tried IconPackager which didn't fix it either. I was hoping someone here could help me out.