I used GIMP! It's a software like Photoshop and it's free, means it's open source.
Then you search a pic that you like, bring it in a square shape (create a layer) and save it as a .ico file. That's it!
Another opinion is to search on Google, there are some other ways to create icons!
But it's important to use pics that are not to fine lined!
PS: Sorry for my lousy english, i hope you understand what i meant to say!