Go to the Market. Locate ADWLauncher via a standard search. I'm going to assume you know how to do this already.
Install ADW Launcher. Make it default (you can uninstall it later) by trying to launch any app from your app drawer. It will look like you lost all the customizations you've done to your home screens, but don't worry -- if you don't like this you can uninstall ADW and you won't have to set everything back up. Go back to the Market and do a search for ADW Theme. Locate a free one -- I'd recommend for a radical change so you can see the changes more easily that you download ADW.BuuF.Theme -- and install it. Now, back out of the Market and get into the settings.
Home screen> Menu button> Settings> ADWLauncher> Themes Preferences> USe Theme Icons> Select your theme> ADW.BuuF.Theme
Now back out. Give your phone a few moments to recover and then look in your app drawer.