Same icon - different programs !

Using Windows XP Pro.

I like my little icons on the desktop - they are a visual index to select the program we want to use.

We place several on desktop.

However there are a few sets of twin icons.
I keep selecting the wrong one too often.

OK, we know it's there somewhere - just can't seem to find the little tweaking tool that allows one to change the icon picture.

Question: Where is it ?

Thanks

 

If they're shortcuts, right click on the shortcut, choose properties and on the shortcut tab click the change icon button.