You CAN change the dock icons on the free version of Launcher Pro. But if you are referring to being able to change the icons on the Home screen but NOT on the dock (without Desktop Visualizer or Smart Shortcuts or Folder Organizer) then I am not sure...
DOES the paid version of Launcher Pro allow you to change non-dock Home page icons or does one STILL need DV, SS and/or FO??
The paid version allows you to change home page icons. Long press on the screen to add an app, select app, then an 'edit shortcut' box will appear. Press the icon the change it. It also allows you to change the name of the icon.