icons in program windows
 

OK, this might be a bit of a stupid question, but is there any way one can change the icon that appears in the top left corner of application windows?
The reason I ask is that I have several apps which have no default icon, just the basic X logo. When there are several apps side by side on the taskbar it can be difficult to see which one is which. Is it a case of adding a resource to the source files before make-ing? Or am I way off track?