How To Change Folder Icon?

I am wanting to change the icons for the folders in My Documents. The reason is because I had to recreate the My Pictures and My Music folders a while back when I had to create a new account and delete a previous one due to having lost my password. Right now they simply look like plain folders on the Start Menu. (Using Windows XP Start Menu) If the folder you want to change is not located in My Documents or its subfolders, use Search to find it. To open Search, click Start, and then click Search. Right-click the folder you want to change, and then click Properties. On the Customize tab, under Folder pictures, click Choose Picture. Click the picture you want to use to identify the folder in Thumbnails view. To open My Documents, click Start, and then click My Documents. You must be in Thumbnails view to see the folder picture. To switch to Thumbnails view, on the View menu, click Thumbnails. In Thumbnails view, Windows displays up to four images from your folder on the folder icon by default. The images Windows displays are the last four images you modified. So I did what it said and went to the properties for the folder. But for some reason, there was no cutomize tab.