when I use the advised strategy of copying its icon to the icon in the info page of the program, I get a change -- but to the generic icon for jpg files, rather than the actual image of the content of the particular file.
You can convert the jpeg file to an icon file and use that as the image, with this application: img2icns
Drag the jpg onto img2icns window, save it as an icon. Copy and paste this as per the method you mentioned previously.
tested to work on 10.6.8
Retrieving data ...