For the Computer/Recycle Bin/My Documents/Network Places/Internet Explorer Icons: Control Panel -> Display -> Desktop -> Customize Desktop -> Click the Icon -> Click Change Icon and find the icon on your computer. That will change it.
A Knight is sworn to Honour. His heart knows only Virtue. His blade defends the helpless. His might upholds the Weak. His word speaks only truth. His wrath undoes the Wicked.
I'm not sure if this is the same for 2k, but on XP if you right click the icon, click properties, and then go to the shortcut tab, there is a button that says change icon. Click that and pick the pic you want