Well, for some unknown reason, OS 9 Desktop Folder is hidden in OS X. I don't know how to view hidden files in the Finder, but I managed to do what you wanted like this:
1) Open BBEdit and choose the option [File/Open hidden].
2) In this way you'll be able to see the hidden files. Select the Desktop Folder of OS 9 (located in /) and clic [Add to favorites].
3) Go to the OS X Favorites Folder and move the Alias that was created to your OS X desktop.
4) Now select the Icon you want to use and press COMMAND+I to show the Info Window.
5) Copy the Icon.
6) Select the OS 9 desktop folder alias icon and paste the new Icon.
7) That's all.