Changing An Icon For A Program or Shortcut?

[jimt29]

Musicman: "You would have to edit the .lnk file to point to the icon you want, and even then it would only work if you're using the shortcut. If you're looking at the .exe itself, the icon will still be the little white box."

I'd be very interested in just editing the *.lnk file but since I don't know the EXACT thing to do, I would need a little help.

Can you put together a quick and dirty example and I could use it as a template to create my own version?

I would only be accessing the lnk file.