You have to change your homescreen icons one by one because they all have the same file name. Make sure once you add one icon, delete that one from your folder, then add another following this process until you have done all of the icons on your homescreen. Then restart your phone after you have done them all.
begin by reading the material provided for you on this forum - checkout the sticky at the top of iPhone modifications - it has several links.
First, the name icon.png is the same for each and every icon on your home screen - the important thing is that they are store in their own individual folders. It is your job to put each associated icon in their respective folder. How u do this is using tools like iPhoneinterface or manzana which princess recommends
BTW, you have 20 icons in a folder - uh, what folder?