IconPackager is a desktop-enhancement utility that lets you change all the icons in your system by applying themes to them. You can then save your custom icons in one file, creating a "package." IconPackager integrates with WindowBlinds, but you can also use it as a standalone product. IconPackager also allows you to tweak your Windows shell, and includes an icon explorer that lets you use icons stored inside DLLs, EXEs, and ICLs.
More info:
hxxp://www.stardock.com/products/iconpackager/