The hat icon is in the Texas windowblinds folder.You have to apply the icon on an individual basis.Sorry they dont install automatically.Find the icon you want to change and right-click>properties>change icon>browse> to where the icon is and click ok>apply.
An application that is pinned to the start menu wont change right away.Unpin it and drag the shortcut back onto the start menu.(re pin it)
hope this makes sense,glad you liked the skin!