If you want to set an icon for your application you can right click on the desktop short-cut and select 'Open with ...' -> leafpad. The desktop entry file of your short-cut will be loaded into the leafpad text editor. Then you can append a line describing the icon you want to use. Example:
Code:
Icon=/home/knoppix/firefox/browser/icons/mozicon128.png
If you want to add a new menu entry to the main menu you should use 'Accessories' -> 'Main Menu'

After you have created a new menu entry you are able to add it to the 'Application Launch Bar'.