oh,
when you say "change the icons" it very often means you desire to change the small pictures associated with apps---not changing the apps==that's why everyone brought up Rooting & Roms.
you can't just change the icons associated with Apps---unless you're using something like ADW or another replacement Home Launcher
sidenote: if you're looking to change the apps in the launcher itself, here ya go:
1) tap the center of the CircleLauncher
2) once you see the Wrench appear in the center of the circle, long press (2 seconds) the center of the Circle Launcher again--this enters Settings
3) tap "Selected Apps"
4) pick & choose your apps you now want populated in your CircleLauncher
hope this helps!