You can also disable the stock app that takes up a particular spot on the unlock wheel. It will then replace that app with an app that functions as the replacement. For example: if you are using Handcent for your text messaging, you can disable the stock texting app and the Handcent icon will take its place on the unlock screen. This doesn't work for all third party apps, so you may have to try a few out. Also, I don't know that you can replace a particular icon with an unrelated app.
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