You might need to use IconTranslate in combination with StyleXP to get it right if the icon set you have wasn't designed for StyleXP.
IconTranslate is a small freeware tool, install is in your StyleXP directory and you should be good. Download:
http://www.tgtsoft.com/downloads/IconTranslateInstall.zip
I got my icons on deviantArt (same goes for visual style/bootscreen/logonscreen/wallpapers).
http://browse.deviantart.com/icons/os/win/
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