Right-click where the ACTUAL app/file is (not a shortcut or dock icon), click "Get Info," click the icon at top so it's got a blue glow around it, then hit cut (command-X or edit->cut, doesn't matter).
For your dock, you may need to re-add them to the dock, I forget.
🙂
There are a few apps that will change your icons system-wide, but if they're not common apps (like WoW or Adium won't be changed, for example, but the iLife apps will) it won't work.