All of the Office icons trace to a folder that is kind of tricky. The icons for all of the Office files are located in the C:\Windows\Installer folder. This is a 'hidden' folder so you may have to unhide folders in Folder Options. But anyway, Office continuously 'renews' itself - and either will not let you change the icon (usually it is greyed out) or it changes the icon back once you have changed it. But you will not use these anyway.
Here is the work-around for all of your office icons EXCEPT 'New Office Document'. Forget about the shortcuts that the default install gives you - just delete them. Navagate to the "REAL" file that you want in C:\Program Files\Microsoft Office\Office10
Word is winword.exe, Excel is excel.exe and so on. You will be able to recognize each program that you want by it's present icon. Right click and send to desktop as a shortcut. Rename 'shortcut to winword.exe' to Microsoft Word and rename 'Shortcut to excel.exe' to Microsoft Excel, and so on for all the icons that you want.
Now you can treat it like any other shortcut and right click to properties and 'change icon' and drag it to wherever you want it.
Office may 'remake' the icons that you have deleted in the StartMenu. It will not change the icons you have made. If office does'remake' them, set them as 'hidden' to make them not show. Then right click on the menu and 'sort by name' and they will disappear.
'New Office Document' requires changing the original icon in the Windows\Installer folder and needs to be done with a program like 'Resource Hacker', it is quite involved. But if anyone wants the directions, just post and I will list them out - not for novices.
Good Luck
mitche323