SSH stands for Secure Shell and is a means of transferring files between two systems, o in this case, your iPhone and your computer. You use it by installing OpenSSH form Cydia and using a FTP client on your computer.
You can change icons with an application called WinterBoard from Cydia. WinterBoard uses themes, which you can download from Cydia or make your own and place it here: /Library/Themes. A more complete guide on using SSH and theming can be found here, along with many other jailbreaking questions and answers.
Also, you are going to need SSH to pull your videos that you have recorded from CYORDER onto your Mac or PC for later viewing. I use Cyber Duck with a bookmark right to the folder the videos are stored in. Very easy to use. Also you'll need SSH to get those ROMS on your phone.