How do I change an applications icon?

[Sunil Williams]

Hi. I'm using docky with ubuntu/kde.

I'm using sublime text 2. In order to create a launcher icon for ST2, I opened dolphin, navigated to the launching file, and dragged it to docky.

ST2 now runs fine when launched from docky.

But the icon is a purple box that has no relation to ST2 branding. It doesn't look like anything. 

After a little testing, I discovered that the icon was a generic 'binary launcher' icon. This is not helpful to me.

Right-clicking on the icon does not give me an option to change the icon. Neither can I change the icon from anywhere within the configuration options offered to me when I click on the anchor to open the configuration gui.

So how do I actually change the icon?

[Drvy Monkey]

Same problem here on Linux Mint.. I tried to create a link but when I add the link to docky and click on it... it just doesn't start..