Try changing your GTK theme. Some GTK themes don't allow icons in menus.
Date: Thu, 20 Oct 2011 21:26:54 +0200 From: email@example.com To: firstname.lastname@example.org Subject: [rox-users] no sendto menu items icon
this is my first post to the list. I like rox lightness and ease
of use, I'm just facing a minor problem :
I'm simply using rox-filer with icewm (no Rox-session). I set some
items in the sendto menu, but strangely they are displayed in the
menu without icons while the icons are displayed when running
rox-filer on an XFCE or GNOME session.
Anyone knows what I could do to get the icons with icewm ?