Yeah, just install Launcher pro from the market, it will replace sense launcher by tapping on the home button, and choosing LP as default. (don't worry, you can revert back), and then you can download docks and icons, or make your own..
You need some other Launcher, i'm using Launcher Pro, maybe it can work like this on some other too but Launcher Pro is great. Just copy these 5 files on your phone somewhere and then you long hold on those LP icons and choose "change icon" (and/or change shortcut). And also you do it for the dock, but for the dock you go into preferences and there's setting somewhere, dock settings or something.