icons for desktop?

Hi all,

i snatched up a sweet axim icon to replace my mobile device icon on my desktop from a zip file on this site and i was wondering if anyone has any for sync. my docs.? Or could someone tell me how to change a file from a jpg so i can use it as a icon. There are tons out there i am not sure how to implement them. Sorry to sound like such a dunce as i am sure the answer is only a few clicks away!
Thanks guys!!!!!!!!!!!