I have installed the Pidgin IM program and since I'm so used to the AIM icon, I changed the icon to the AIM icon that Pidgin uses. So basically Pidgin.exe running uses the AIM icon so it looks familiar.

The Win7 taskbar shows the AIM icon that I changed it to, but if I move the window to the DF taskbar, it shows the old pidgin icon in the DF taskbar.

When it's open on the windows taskbar, right click it, then right-click Pidgin in the little popup menu, then click Properties. Then click Change Icon in the shortcuts tab.

I'm using Windows 7.

You have to have the program open and on the main Win7 taskbar at the bottom, right-click it's icon. Then in the new menu that pops up it will have:

Pidgin
Pin this program to taskbar
Close Window

Right click the new "Pidgin" at the top and click "properties".

Then in the new window under the "shortcut" tab, it will say "change icon". If you click that you can change the icon to whatever you want.