When running software on KDE you may noticed that menu entries that should have icons have not. This can be changed via System Settings->Application Appearance->GTK Configuration. Config dialog is shown in below image. Enable check boxes: Show Icons in GTK Buttons and Show Icons in GTK Menus.
Result in application menus looks like shown in the following image. Example was taken from Eclipse IDE.
Note: I'm running Linux Mint 14. So window manager is KDE running on an Ubuntu/Debian core.
If you are running Ubuntu you may find help here: http://askubuntu.com/questions/96776/missing-icons-in-dropdown-menus-in-eclipse
