One of the major shortcomings of the iOS is that, the latter lacks ability to customize its icons or the GUI application without jailbreak.
The site RazorianFly found a trick to change icons of your applications without having a jailbroken iPhone.
Download
Download iPhone Explorer
Installation
1. Connect your iPhone or iPod Touch to your computer and launch the iPhone software Explorer.
2. Click on the name of your device, browse and change the icon of the application of your choice iPhone Explorer.
3. You should see two icons for your application: "icon.png" and "icon@2x.png" for the version without display Retina. Rename these two icons in "icon_vo.png" and "icon@2x_vo.png" to not delete the original icon
4. Finally, add the icons of your choice by calling it "icon.png" and "icon@2x.png.