To change a folder's icon to an icon of your choosing (in Windows XP), do the following:
1. Extract the icon files from the zip file using Winzip or an equivalent program.
2. Right-click the folder you want to change and click "Properties".
3. Click the tab marked "Customize" and then the tab marked "Change Icon".
4. Next to the field marked "Look for icons in this file" click the Browse... button to find the icon files wherever you have extracted them and choose which icon you would like!
To change the icon associated with a specific file type do the following:
1. Extract the icon files from the zip file using Winzip or an equivalent program.
2. Go to My Computer (on your Start Menu or desktop).
3. Go to Tools in the upper toolbar (Next to File, Edit, View, etc.). Click "Folder Options". Click the tab marked "File Types".
4. Select a file type to associate to a specific icon. Now click the Advanced button in the bottom of your Window where details for the specific extension are displayed. Now click "Change Icon...".
5. Next to the field marked "Look for icons in this file" click the Browse... button to find the icon files wherever you have extracted them and choose which icon you would like!