Excel 2007 : Conditional Formatting Icon Sets

I'd like to use Icon Sets (3 arrows) to show a trend (increase, decrease, same) from one month to another for various records of data. I set the conditional formatting rules for one cell, but when I tried to change my reference from absolute to relative to copy it to the rest of my range, I get an error message that says:

"You cannot use relative references in Conditional Formatting criteria for color scales, data bars, and icon sets."

I do not want to have to set this up separately for over a hundred cells. Is there any way around this problem?

Thank you for the quick response. Unfortunately, because the reference is absolute, all the cells are formatting based on the first month of the first record. I need to find a way to make the reference relative so that I can copy it to the rest of my range.