Hi, I wish to let ones who want to make their desktop looking good and smart to know where to download their themes and how to change them:
1) First select and download a theme that you like:http://box-look.org/index.php?xcontentmode=7311
is a pretty legit site for this, and so far the themes that I downloaded from their tested to work out pretty well. A good one that I like is gkaiser.
2) Extract it and place the entire directory in "/usr/share/icewm/themes"
3) Now go to "start">Settings>Themes and you should see your theme.
There is a website to show you how to build your own, but building a "look" is not as easy as you probably expected:http://www.icewm.org/themes/