My script -
local mouse = game.Players.LocalPlayer:GetMouse()
mouse.Icon = "http://www.roblox.com/asset?id=365499341"
It worked with the original script off of the wiki -
local mouse = Game.Players.LocalPlayer:GetMouse()
mouse.Icon = "http://www.roblox.com/asset?id=163023520"
But right when I put in my Asset ID (365499341) nothing happened. Please note that I made the decal yesterday, so it was already approved by the moderators.

3 comments
13:42:07.685 - httpGet http://assetgame.roblox.com/asset?id=365499342 failed. Trying again. Error: HTTP 409 (HTTP/1.1 409 User is not authorized to access Asset.). Elapsed time: 0.121083 13:42:07.790 - Content failed for http://assetgame.roblox.com/asset?id=365499342 because HTTP 409 (HTTP/1.1 409 User is not authorized to access Asset.) 13:42:07.791 - Content failed because HTTP 409 (HTTP/1.1 40
Try .. 43 or ..44. If that doesn't work, try doing the second solution I proposed and insert it into studio as a decal.
nvm, I just checked and you don't own the asset. Either re-upload the asset yourself or make the asset free and take it.