I don't know if Biggers suggestion worked for you or not, but I've been adding some icon collections to my FC6 system lately. I suppose it depends on how they are packaged, but if they are just a collection icons in .png format, ususally in a filename
.tar.gz file that you would extract from, I manually place them in the directory:
If the package file doesn't already have them placed in their own folder/directory when you extract them, create a new directory in /usr/share/icons/new_directory_name
and place all the icons in that package there. After doing that, you might also want/need to reset the owner and permissions for the new icon files you just placed there.
chown root /usr/share/icons/new_directory_name
chmod 755 /usr/share/icons/new_directory_name
They will now be accessible to all users on your system. To use the new icons on your Desktop, right click on any Desktop item (except Trash) and select "Properties". Click on the icon shown and that will bring up the icon selector. Just browse to the new icon you want and click Open. The new icon will appear immediately on your desktop. You can use the same technique to change launcher icons on the panel.
There are some really nice icon sets out there that aren't part of Fedoras stable. All you have to do is seek them out and you then won't have to put up with Fedora's same-oh same-oh icons, no matter which "theme" your using. The posiblilites are endless. Here's one I found just yesterday I thought was nice and clean you might check out. http://themes.freshmeat.net/projects/iconica/
Hope this helps also