How do you change an icon for a specific file in Windows 7?

I downloaded the icon for EWR and want to use it for the program in windows 7, it's a simple little icon, and I want to use it for the program instead of the iconless exe one.How do you change an icon for a specific file in Windows 7?
Right Click on the Icon you want to change, Left Click Properties in the box that appears, Left Click on the Shortcut Tab that appears in the next box and there now should be a box called %26quot;Change Icon%26quot;.