I'm trying to change my icons from art.gnome.org but I don't think they are changing correctly. I feel like I might be missing something that enables the icons to show correctly. I'm trying the likes of "kreski-lines" and "nerdy-lines" icon sets but the icons do not change to whats in the sample. Instead I get more of simple plain folders.

Is this a theme you are try to apply? Please describe any steps you took.
Generally, the tar.gz package can be simply dropped in the window of System>Preferences>Appearance>Theme.

I have a running copy of 9.10 but was not happy with the latest GDM. I ran apt-get install gdm-2.20 then edited /etc/gdm/gdm.conf like so:
cd /etc/gdm
sed ’s|X11R6/||’ gdm.conf >/tmp/gdm.conf
mv /tmp/gdm.conf .
startx
Actually I manually went through the file and deleted every instance of X11R6/ (someone else came up with that nice sed line..)
this allows me to use existing gdm login themes etc. from gnome look.