When in windows explorer click on VIEW at the top of the page and choose customise this folder. You can then choose to make it a web page or change the icon(I Hope). It is an awful long time since I had 98SE. In the windows folder or windows\system folder is a file called MORICONS.DLL. This file contains loads more icons for folders drives etc. Can't be anymore help at the moment but if I remember anything else I'll let you know.
According to Microsoft click here (I hope that link doesn't get mangled), you can't change the icon in Explorer, but you can change the icon used in shortcuts. I think, however, that you can buy software such as this (click here) that will let you change the explorer icons.