I am in the process of making a theme for my computer. I am almost finished, but I would like to change the folder icons for the My Music, My Pictures and My Videos folders. However, if you go to the properties of these folders, there isn't a tab to customize them.

How can I change the icons on these folders?

You must be keen - these 3 are embedded in shell32.dll. But there are ways... you can make a new folder somewhere outside My Docs, give it the icon you wish, change its type, drop your [music] into it, name it My [Music], rdrag [move] it to My Docs and overwrite. Whether it has the same properties and functions as the original folder.. I dunno about that.
Or you could get Iconpackager. Or Icontweaker.
Or you can unhide protected operating system files via folder options; open My[Music], open desktop.ini- the last 2 lines in there are the path to the icon list and the icon number, so you can set iconindex to zero and put any path you like in iconfile.
Umm, make a sys restore point first....