After some lengthy searching, I finally made the realization that the icon is stored in the executable itself! I know very little about this subject, but I suspect that’s what most programs do these days.
So where IS the icon?
Just navigate to wherever the executable is! Most likely something like C:\Program Files\Adobe\Adobe Photoshop CS 5\photoshop.exe. I imagine it’s the same on Mac OS, just find the executable file. Just find the directory for whatever program you are trying to find the icon for. In my case, I was running a script that did some stuff while loading Photoshop, and so I just had a shortcut to that script and I wanted the icon to be the Photoshop icon to avoid confusion. In Windows XP, I just right-click on the shortcut, go to properties, and click the “Change Icon…” button. I believe it’s pretty much the same on Windows 7, I’m just not on my Windows 7 computer at the moment!