First, you need an image with
the size of 42x29 and in .png
format. And rename it to 'i.png'
Then use
JarBoom(see Downloads section) to unjar or
decompress your Opera Mini 4.2 2.06 installer.
After that, look for 'i.png' and replace it with your icon.
Lastly, compress it again using JarBoom.