If you use Firefox Portable in the same time as the regular Firefox, then it can be annoying to see the same icons for the both Firefox. You can easily change the icon for the main window of the portable version of Firefox. Just find the .ico you want to use and place it into this folder : FirefoxPortable\App\Firefox\browser\chrome\icons\default\main-window.ico
If the folders don’t exist, then create them. Also you have to rename your icon to main-window.ico. When it’s done, just close and reopen Firefox.
That works for, at least, Firefox 27. If you use an older version of Firefox you may want to try this different folder : FirefoxPortable\App\Firefox\chrome\icons\default\main-window.ico