You can easily make your USB flash drive show up in Windows with a custom icon. Simply find an .ico file you want to use (favicons from websites work nicely).

This page lets you hide small samples of MP3s in GIF files. For example, here's a picture of the new Doctor Who, taken from the BBC

The Icon Archive is a collection of desktop icon sets of over 10,000 high quality icons in gif & ico format. View the icons or download the original packages of icon sets for PC (zip) or MAC (sit/hqx) provided by the authors.