The first is the easy way. A program called CandyBar is a program that basicly lets you customize your whole mac. I highly recommend it. You can download it here.
The second way is more complicated.
1. Find the application you want to change (Make sure you are in your apps folder).
2. Right click, hold down until the menu pops up and click Get Info, or hold Command + I. This will open your info tab.
3. Locate the program's icon as shown below.
4. Drag and drop your new icon file (most likely a .png) right over that icon that is circled above and it should change without a problem.
5. Relaunch the finder by clicking the Apple button>Force Quit>Finder.
Bam.
