These are the instructions for changing icon in your Android application in Eclipse.
First if you need to create new icon with Icon creation wizard:
Select your project
Android -> Android Icon Set
Remember to name it uniquely. If you have already an icon, then you can always use it by browsing an image from your directories and selecting Shape: none.
Then change icon name to new one in AndroidmMnifest.xml (open it in textmode):
<application android:name="ApplicationClass" android:icon="@drawable/HEREYOURICONNAME" android:label="@string/app_name" android:theme="@style/AppTheme" >