1. Open up a web browser (Firefox or Chrome) and navigate to www.gnome-look.org.
2. Click on Icons in the left pane and find an icon set you like. (there are pages and pages, so this may take some time).
3. Once you have found a theme you like, click on it and then click on Download. The files should download, but if they don't within 5 seconds, then click on the "click here" link.
4. After the theme has downloaded, find it (either on your desktop or in Downloads) and open up Appearance preferences (Right-click on desktop and click on Change Desktop Background) and click on the Themes tab.
6. Drag the icon them into the Appearance Preferences window. It will ask you if you want to apply the icons now. Click Yes.