Save it to someplace like your desktop.
Right click the icon.
Click on properties.
Click the Security Tab up above
Copy the text next to object name.
Click on computer (it doesn't have to be computer, you can click on windows explorer )
On the search bar above, type in
***** Replace the stars with you user name.
Open notepad at the same time
Click and drag the folder who's icon you want to change.
There should be a line saying <isLibraryPinned>true</isLibraryPinned>
Underneath that line press enter.
Type in <iconreference>
Paste the text you copied earlier.
Then type </iconreference>
It should be in the format of <iconreference>copiedtext</iconreference>
If you icon doesn't immediately change refresh.