How do I create an Icon set?

I want to replace the CS3 icons with some that I downloaded... I have Shape Shifter but it doesn't seem to be doing what I want it to. I've replaced my HD and Server icons already before but I had an actual Icon set to do that... But this time I just have icons. How do I get the icons into a set that'll replace the CS3 icons?

You don't need to create an icon set to replace just a few icons. Icon sets are made to make changing a lot of icons at once more convenient and less time consuming.

Try:
http://docs.info.apple.com/article.html?artnum=304735
**Some apps are stubborn and this method won't work. If it doesn't work, you can try secondary-clicking the app and selecting "Show Package Contents". Then "Content>Resources" and replacing the ".icns" file with your own.
***You can also use a program called CandyBar that lets you easily change icons by dragging and dropping. (It's free to try but I believe it's around $10)

Ah... Well, there is a lot of icons... Each application and each file format. There's 35 for Photoshop alone!

Ok I figured out how to do what I want.

ctrl+click on application, go "Show Package Contents", go into "Contents" then "Resources" and move or paste the icons in there, replacing the old ones.