I'd be asking where exactly you are seeing the icon. TOC?
Browse Sequence panel in a CHM? Where?
In CHM, assuming you are talking about the TOC, you may
change it by right-clicking the page in the TOC Editor. Then choose
Properties. From there, choose the Advanced tab. Once there, you
may choose any of 42 different images!
If you are referring to the images that appear in the Browse
Sequence bar of a CHM, you may not change those. I estimate they
are governed by the HHActiveX.DLL file.