A.) Download XBE Shortcutter and create an actual .xbe shortcut and FTP it to any place you want on your X-Box.
B.) Do it using XBMC.
1. Using any image downloader or Linksboks, find any image you would like to use as an icon and download it to your X-Box's C drive.
2. Using the file manager, rename the image xboxdash.tbn
3. In programs, add source. C Drive.
4. Open the source, and scroll down to xbox dashboard.
5. Add it to favorites.
6. Remove C source from programs if you'd like.
7. Look at your favorites and there's your shortcut.