With a window open containing the individual ".ico" files you want to use (you may need to consolidate them into a folder first):
Start IconPackager > View menu > Package Builder > Drag-n-Drop the ".ico" file you want to use, onto the icon you wish to change in the list (the list is simply categories displaying all the default icons that a standard package contains) > repeat this process for the whole list (or leave some unchanged if you wish) > use the "Save" or "Save As" button in the Package Builder toolbar to save your new package > close IconPackager.
Go to the location of new package you just created, and double-click the "IconPackager" icon which represents your new package. This should invoke the IconPackager program with your package loaded and ready to install. (note - this will also place your new package in the themes list for use at any time, from within IconPackager).
That should do it.