Step 1; Find an image of a picture frame you'd like to use. Reduce the size to about 1" square and convert to an .ico file. (this is easily done with the free Irfanview Image viewer) and place in your My Documents folder where it won't be moved.
Step 2; Rightclick on the folder that you want to change to the picture frame and go to properties. Click the customise tab and on the bottom press the 'change icon" button. In the new little window that pops up click the 'browse' button and navigate to your my documents folder where the frame image.ico is stored. Click your image and then ok. Then apply and ok in the window that is left and your folder will have changed to your frame image.
You can turn any amount of folders to that frame image, but to use a different image you need to go through the whole procedure again.
It will probably be a lot easier to type 'windows icon' in google and get your desired icons that way quickly, but at least you now know how to even use a family members picture as an icon if you want to.