Creating icons for individual files in Windows7

Let’s say I wanted to create a unique icon for each super nintendo rom I have, how would I go about doing that? I know I can change what the icon will be for that file extension, but is there a way to just change the icon for that individual file?
Examples would be having Mario’s hat for SMW or a Donkey Kong’s Tie for DKC

If you create a Shortcut for each of the ROM, you can assign individual Icon to each Shortcut.

Super!!! Thanks! You’re always a big help!!