This is easy. I used to do this when I had a pc, because I think windows icons suck too.
You are going to need two tools: Stuffit Expander <a href=http://www.aladdinsys.com/downloads/files/STUFF75L.EXE>here</a> and IconShop <a href=http://users.pandora.be/liontech/IconShop.120.Alpha.zip>here</a>.
Download icons from whatever site you want like Xicons, and unstuff the archive using Stuffit (Note: you need to set the stuffit settings so that it <b>doesn't</b> unstuff files in mac format, it is in the setup or preferences dialog in Stuffit).
Once you have the extracted folder, open IconShop. Turn the browser off in iconshop in the View tab. Now take the icon folder and drag in into the IconShop window. You should now see the icons. Now all you have to do is select which ones or select all and save as .ico (windows icons are .ico files). Then you can use them as normal windows icons.
Its been a while since I did this so I hope I explained it ok. But, if you really like the mac icons, why not buy a Mac? If you like the icons on Windows then you will not believe how good they are on a mac.