Is there anyway I can change the icon in the executable jar..
You are thinking about this the wrong way around. The user should never see the Jar/Exe. Instead, they should be provided with a desktop (or wherever they expect to see apps. listed) shortcut or menu item with an icon.
For those, install the app. using Java Web Start. JWS works on Windows, OS X & *nix, and supports setting an image for the desktop short cut and menu item.
See this answer for more details..