I have been using Ubuntu 10.04 Lucid for a period of time,and it is embarrassing that today I just found the icons under System Menu’s missing.See the picture:

I have found out an easy method from ubuntuforums,to add the icons back to System Menu.Finally,it looks like:

Following is what I did:

Press Alt+F2,and type gconf-editor in pop-up window.Click Run and the Configuration Editor window should open up.
Now,navigate to “desktop -> gnome -> interface” and check the check-box behind “menus_have_icons” in right.

Done!