Render an image (or load an image into your render view).

Open the Hypershade window.

In the render view, run the View>Grab Swatch to Hypershade/Visor.

Drag a marquee box around the image you want as your new icon and middle click drag it to your shader in the Hypershade window.

Maya will save this icon for only this Maya file. If you try and import it into another file it will lose the icon. Not the best solution, but it's something.