(1) Select folder/apps/whatever with an icon you want to use to replace the icon of something else.
(2) Go to Get Info of the -whatever-.
(3) Click on the image (a blue square should encompass the image), then select Copy.
(4) Select the folder or whatever you want that you wish to replace its icon.
(5) Get info on it.
(6) Click on the image and select Paste.
This may not work for custom images, as some may appear very small for whatever reason.
you're not using any programs like Icondropper? One thing i've noticed is that with some things, you have to click the "Ownership and permissions" disclosure and unlock the fields before it will let you select the icon. Happened when i put a custom pic on my internal.
Since OS X.. changing icons has been quirky. No update or release has seemed to fix it either. OS 9.. changing the icons worked all the time.. in X sometimes it will work and sometimes it won't. Or sometimes it will work but I will have to reboot to see the changes.. this is something apple is probably dealing with I am sure..