Changing file icons individually

Hi everyone,

Is it possible to change an icon of an specific file, like a ".wav" file for example, "individually", in a way that this new changed icon stays with this file when I send it to another person by email, for example? I've noticed that when I change my files icons, this change only occurs in my Mac and when I take this file out of my computer or send it by email, this change won't go with the file, so the other person receives this file but the icon reverts to the standard Mac OS icon. By the way, I've changed my icons as it said to be done in this Apple support link below:

OS X: Working with icons and previews - Apple Support