This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Since this seems like a Swing question, I'm going to move it to the Swing forum. You should look at the Swing tutorial on How to use Icons. I think the IconDemoApp example does what you are trying to do.