Okay.... I realize what the problem is.... apparently the author has updated this package and added in the "My Documents" folder icon but with a different one than is offered in the single download he linked to. I loaded the package and didn't see any yellow triangle for the "My Documents" icon, e.g., in the "Desktop" icons section. But I didn't see ANY icon for "My Documents" in the "Folders" section. So, I assumed that it needed to be added. Thus came my confusion, especially when I loaded the set, there WAS a folder icon for My Documents in Windows Explorer and on the Start Menu. I must admit, I'm still confused about why there is no icon showing in the "Folders" section of the "Icons and Cursors" view, but at least it does appear when the set is used. 
However, I did find 2 yellow triangles in the "Launch" section for a couple of items and using the method explained by you both, I added in the missing icons. So, this wasn't a total waste of time for you guys and I'm grateful for learning something new.
THANKS!!
