How do I change my folder icon?

I downloaded an icon to put instead of the yellow folder on my pc, but I can't change the icon. How do I do this?How do I change my folder icon?
For Windows XP:



Right click on the folder you want to have the icon and press Properties.



Click on the Customize tab and click Change Icon.



A new window will pop-up showing you a list of system icons.



If you want an icon that you downloaded from the Internet, click Browse and locate the file you downloaded. The icons in the window will change.How do I change my folder icon?
You cannot change the icon of an original folder in windows without use of a 3rd party software. However, if you wish to change the icon of a single folder you can create a shortcut of the folder and edit the icon for the by right clicking the shortcut icon, clicking properties, then at the bottom press change icon.