How to change Icons for compiled shoes applications. There is no configuration options in shoes for this but with some free tools you can change the included icons.
For Mac OS X dmg file if you open the .app as folder by right-click Show Package Contents, through an alternative file browser or go into it in the terminal and replace Shoes.icns and /Resources/Shoes.icns with your Mac Icon .icns of choice. My guide on creating these and replacing them in a xCode java application.
For windows you can use a free tool called IcoFX (but license says you are never allowed to charge for an application which include icons created with this tool) to create Windows icons .icn. Using the IcoFX resource editor you can then change the included icon for a .exe.