Windows 7 - Icons on Taskbar

I've been tinkering around with the icons on my taskbar lately now I've changed them all to just the way I like them. Problem is, when I launch any of them, the icon reverts back to the default icons.
For example, I've changed the icon for winamp and when I launch winamp, while it is running, it shows the winamp default icon.
Any ideas what I've done wrong?

Go to: C:\Users\Administrator\AppData\Roaming\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar -drag the shortcut you want to change to desktop, unpin it from the taskbar, replace shortcut with the icon you want, and then click pin to taskbar.

I cant seem to find my AppData folder. Is there another way to do this?

Appdata is a hidden folder, go here and apply, then you'll see it.

As u can see from the before and after shots, it doesn't work. Was hoping that the icons will remain the custom icons I choose.

Which method did you use to change the icons? All i do is go to the program on "All Programs" within the start menu, right click and go to "Properties" then to the shortcut tab (Opens there on default for me, not sure for everyone else) and click on "Change Icon", then browse for the ico image that i want to use and once i have selected that, i go back to the program i just changed on "All Programs" within the start menu and then right click and choose "Pin to Taskbar"