Newbie

Hi first off excuse me for my ignorance but im new to this whole customizing thing, and after reading a bunch of posts i have realized that i have no clue on what most of the stuff you guys are talking about. So if it isnt to much trouble i was hoping to get some help on changing the icons in Windows 7 and getting some insight on what windowblinds are and do? Is there a free and easy way to change all of your icons at once and do they have to be in a package or can i select certain ones that i want and make my own package? And after i change them can i go in and change individual ones if i dont like certain ones in the package? The last thing is i tried downloading the whole package of icon-a-day but it wasnt a zip file, it was a pl file i think.... and when i tried to open it i couldnt, my computer said i dont have a program to open that kind of file? So i downloaded a bunch of them individually and changed some of the easy ones, like my computer, the recycling bin, and some of the folders, but the folders in my document dont give me the option to change? Im sure all of this is pretty basic for most of you so thanks for taking the time to read this and any assistance would be appreciated.