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Recent Mac converts who've used Windows machines for years sometimes undergo a slight learning curve as they figure out how to accomplish certain tasks that were second nature on PCs. Often these Mac mysteries can be solved with a single well-put Google search, or perhaps a quick and inexpensive trip to the Mac App Store. Icon customization was something that puzzled me at first. What if I think that dock icon is ugly and I want to change it? I quickly learned that all it takes is some copying and pasting in the Get Info window.
Generally Mac stuff works as you would think it would work. There aren't nearly as many hoops to jump through as in windows. Get info is where you go to find out about, or in this case slightly modify an application (that would be called an executeable or a program on Windows).
MSFT simply didn't bother to copy some of the best parts of Mac. Any Mac, going back eons, you just get info and paste whatever icon you want.
Windows has geeky tools to do things that are second nature on Mac.
My advice to Windows switchers: DO NOT customize OS X until you've been using it for six months.
OS X is not Windows. It's not supposed to be Windows. Don't waste the time and money customizing OS X until you understand OS X on its own terms.
I learned the hard way. I spent a lot of time, money, and frustration customizing OS X when I was a switcher, only to find out that none of it was necessary at all.