Program icon on Linux

Hi
Can I change icon for programs on Linux (like I can on Win and Mac)? If yes, how.

thanks
Roman

It's set up in a ".desktop" file.

This is now a standard for all Linux GUIs, so it should work universally with KDE/Gnome/etc, but here's a Gnome link because it's easier to understand than the freedesktop.org one.

cool, dint know that :)