Without knowing what database program you're using, its impossible to know if it allows for custom icons, or not. For Access 2003:
Display a custom icon for an application
1.. On the Tools menu, click Startup.
2.. To display a custom icon in the title bar of your application, enter the name of the .ico or .bmp file that contains the icon you'd like to use in the Application Icon box. If you don't know the name of the file, click the Build button next to the box, and then use the Icon Browser to locate the file.
3.. To also display the icon in the title bar of your forms and reports, select the Use as Form and Report Icon check box. A custom icon appears in the title bar of forms and reports in Access 2002 or later. If you open your application in a previous version of Microsoft Access, the icon will appear in the title bar of the application, but not in the title bar of the application's form and reports.
Notes
a.. Changes to the Application Icon setting take effect immediately upon closing the Startup dialog box.
b.. If you'll be distributing your application, it's recommended that the icon file reside in the same folder as your Microsoft Access application.
Use an icon editing/creation program to create your icon and put it in the same folder as the Access database file.
Free icon editor:
http://ranfo.com/iconedit.html