1. Make a new folder on the desktop
  2. Open notepad and copy and paste this:
    [.ShellClassInfo]
    ConfirmFileOp=0
    IconFile=Folder.ico
    IconIndex=0
  3. Save as desktop.ini inside the folder you are changing
  4. Put a icon in the folder and name it: Folder.ico
  5. Then open Command Prompt and type:
    attrib +s C:\Users\YOUR USER NAME\Desktop\FOLDER YOU ARE CHANGING
    Press enter
    Close Command Prompt

This only works if you move and paste the folder not if you copy and paste.