here you have a old video where he explains everything step by step
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After that you can create your own icon or use a ready one.
1) Save it from .png to .tga .
Encryption
1) OpenUnrealED. Create New Texture -> Set the name.
2) Import you .tga file and make compression DXT1. Then Save it in your as .utx .
3) Then you must encrypt the file with MXECDENC or similar.
4) After encrypting the result will be enc-NEWICON.utx , just delete NEWICON.utx and rename enc-NEWICON.utx to NEWICON.utx .
Importing
1) Replace the icon name in etcitemgrp.dat.
2) Save & encrypt as 413 and you are ready.