When I used my USB stick to install Ubuntu, the USB appears with an Ubuntu icon in My Computer.
Is it possible to customize this icon to something I want?
Yes. You can customize the icon and label as shown by Windows Explorer by editing (or creating) the
Autorun.inf file in the root folder of the removable drive.
The path for the icon is relative:
[Autorun] Icon=my_icon.ico Label=My Drive
Note: After making changes to (or creating) the
Autorun.inf file, you may have to eject the drive and reconnect it for changes to reflect.
Another way to accomplish this is to use desktop.ini. (Actually, on USB drives, I use both autorun.inf and desktop.ini). This technique has the virtue that it also works for individual folders. Simply create your desktop.ini file with contents similar to:
[.ShellClassInfo] InfoTip=Some descriptive text here IconFile=.\icons\DriveUSB.ico IconIndex=0
Where I have a folder called "icons" which contains an assortment of icon files. I can then customize this (and autorun.inf if needed) as the need arises to display an appropriate icon. Also, when you mouse over the folder icon, your descriptive text will be displayed.
You'll also want to set the "system" and "hidden" attributes on the file (desktop.ini) to make sure that Windows gives it the special treatment that it deserves. You can do this in the GUI or with the command:
attrib +s +h +r desktop.ini
For more information on desktop.ini, see this MSDN article.