The instruction given by your link is the correct one on how to change your program icon. I have the SDA which runs WM5 and I was able to do it via the same set of instruction. One thing to watch out for is when you edit the lnk file don't try to be "too smart" (I learned the hard way... I struggle with it for almost for a hour + before figuring it out) by adding the quotes around the path to your icon file. So for example:
The following will NOT work (DO NOT DO THE FOLLOWING):
42#:MSSettings?"\Storage Card\Application Data\Home\gpc.icons.exe,-4"
While the following would be the correct way to do it:
42#:MSSettings?\Storage Card\Application Data\Home\gpc.icons.exe,-4
Hope this helps. Good luck!