Another good way for say a program using an .exe file. Is to use Icon Developer to open the .exe file and it will give you an icon. Which while open in Icon Developer you can right click the icon there in ID and export it to the Object Dock Library / images for easier use and finding at a later date again.
I do this and also have a icon image library there for lots of things I change around.
That location again is documents/objectdock library/images.
Then when you go to change a Object Dock image it comes up in the library in the images section. This also changes the icon to a png image file. Which I always use for OD.
Hope this helps you a bit.
SGT