I've had that problem myself in the past, sometimes I don't let it bother me. What you have to do is replace the icon with a new one. if you have a program like Diskmaster, or other that lets you look at the directory listing, you will notice for every program there is usually an assosiated file with the same base name with an extension .info
The file that has .info after it is an icon. just pick an icon you want to use, re-name it, and put it into the same location the ugly dot one is at, and that should do it.