How to customize icons for running applications (seen in alt-tab)?

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http://askubuntu.com – I often have many terminal windows open and switch between them with alt-tab. Right now, they are all shown as the black "utilities-terminal" icon. I would like to customize the icons so I can easily switch between them - how? I've tried creating custom .desktop entries and changing the Icon there. But, that only changes the icon to launch the terminal. Once running, it is shown as normal icon again. (HowTos)