I think you can with
CustoPack (Link).
But then again I never bothered to touch the icon stuff.
I think you need to need to download a theme, I'm not sure but to be safe I would recommended you do. (Elune is a pretty theme by the way)
So once you pick a theme and installed it you go open CustoPack Tools go to the main menu and pick/click "Edit currently used CustoPack"
From there you pick/click "CustoPack advanced addition" then from the top tab click Folders.
* Then pick which type of folder you want to change and click the "..." part(Make sure you highlight it).
It'll look like this
[Image: http://puu.sh/2cLw]
Then pick browse for the .ico file and you should be done.
* - There's different folder types, it's not manually picking which folders to change the icon to if that's what you're wondering.
Hope this helps