I didn't find an option in the admin area for changing the default icon set "Ben Dunkle" to the icon set from Verena Segert (because I like it much more). Maybe there isn't a setting available or I didn't find it.
So I went ahead and renamend the three files in wp-admin/images called icons32.png, list.png, and menu.png to icons32-bd.png, list-bd.png, and menu-bd.png. Then the files icons32-vs.png, list-vs.png, and menu-vs.png were renamed to icons32.png, list.png, and menu.png.
Looks much nicer now ;-) It would be even nicer if someone can point me to the right spot in the admin area where I can make this change.