Grr...these instructions suck. D;
Icons on this web site and elsewhere on the internet are available either as individual .ico files or as zipped collections of multiple .ico files.
Individual icons can be downloaded by clicking on a large blue "Download" button (with a floppy disk image) that is available on the web page with icon details.
Individual icons can also be downloaded by clicking a small floppy disk links on icon set pages.
In any case, after you click the link, the next action depends on the web browser you are using and how is that web browser configures. There are two typical scenarios:
Now you must locate the file on your computer. If you do not know the location of the file, please consult the help section of your web browser (Internet Explorer, Firefox, Chrome, Opera, etc.). Typically, you will find the file somewhere in your Documents folder. In some cases, the file will be shown in your web browser and you can drag and drop it to a location of your choice.
If you have successfully downloaded a file, you'll end up with an .ico file in a folder of your choice.
All icons in a single icon set can be downloaded at once. To do this click a large round blue button with the icon set identifier.
After clicking the button, follow the same instructions as when downloading an individual .ico file.
You'll end up with a .zip file with all icons of the selected icon set.
You need to extract the individual .ico files before you can use them. There are several ways to extract the icons. For example, right-click the .zip file, select "Extract All" from the context menu and then follow the wizard.
Icons can be used to customize shortcuts, folders or USB sticks. You can also create tiny shortcuts to web pages with embedded icons using this free online tool.
Grr...these instructions suck. D;
this sucks i cant find out how to make this my mouse
it's not a mouse icon it's a folder icon, when you right-click on a folder and go to properties there's a 'customize' tab, and in there you can change the folder icon (browse for where you saved the icon) and apply changes. hope this helps 
can't find customize tab...
This is using Icons guys. If you want to use a new mouse your talking about a "cursor" -_- 
Easy download the icon and choose save as , then choose a folder you will remember for example Downloads folder , you may want to change the name of the Icon File for something that resembles more of what you downloading , example if you dowloading a shifter icon the name of the file will appear as OOCIcon.ico so you may want to change that to Shifter.ico, then save it in the dowload folder , once that is done if you want to replace an icon of a shortcut in the Favorite Bar of IExplorer just right click that shortcut and choose to change Icon then browse folders untill you find Dowloands folder and it should be there , just choose it then applied and should be done.
when i do it it does not come u
hej i've tried these but the problem is that i downloaded an icon and it was saved in my computer as a picture so it can't be used as an icon, and i dont know what to do , so any help in this pls?????
Its pretty stupid that you have to have a whole folder for just one ne little icon!

omg this takes to longg 
Find out how Vista icons differ from XP icons.
See how RealWorld Icon Editor handles Vista icons.