How do I change these icons in Leopard?

No love for CandyBar? But CandyBar makes it so easy to do all of those things! Um, maybe… use CandyBar as a free trial? Or… follow all the steps found here or here. It’s quite a bit of work.

If you want to change the icons manually, (not recommended) i can point you to the right folder, i personally have never done it manually.
But they are all kept in a sub-directory of the CoreServices directory, found: /System/Library/CoreServices

Hope this helps