You can't just copy the library file over and expect all the icons to instantly change! Copying the library over only makes the 3.5 icons compatible with your system, you still have to go out and install them all.
You could also try and get ahold of the two commercial Glow Icons Collection CDs which have hundreds of megs of original GlowIcons in both NewIcons and 3.5 format, so you can install the NewIcons on any 3.x system without needing the 3.9 icon library. I have a feeling that icon library depends on the 3.9 picture.datatype too, although I'm not sure.