at the same time you change the file association. There should be a "change icon" option. You get to find the icon as I can't help with that. Often it's within the program that you use to view it.
A while ago I was doing something on one of my computers that still has windows 2000 on it. it used to by default open pictures in internet explorer, but something reverted it to the unknown format icon. So I tried setting the default program to open jpg. with to internet explorer, but the icon is now the same as an html document. I want the old icon back, the which is a red frame picture, similair to the one for .gif's (Which wasn't affected) This is an example of the gif icon. http://img74.imageshack.us/img74/4711/gificonzt9.png