Just wondering what software to use to make icons such as displayed here:
For icons of that size, any graphics editor, tbh.
For windows icons I have used something called "MicroAngelo" before now.
I've never used MicroAngelo so I can't comment there, but Photoshop will certainly do it. The fact that you're asking though suggests that you don't know how to use these programs. It's really not something you just sit down and make.
I have used Photoshop and Fireworks for basic image manipulation.
I was thinking that perhaps I can get pre-defined icons and I could change their colours and mix & match differnt icons to make new ones.