Yes...I see what you mean. This one is easy.
If you take a look at the Afterburner theme HERE you will see that has a special directory where custom icons are kept and used when that theme is in use. The icon looks like THIS.
To do this you will need to create a pix_core directory in your theme and then add a folder named i then add the icon to that directory. The location of the icon in the pix_core directory in relation to your theme needs to be in your Moodle site at this point:
moodle /
theme /
your theme name goes here /
pix_core /
i /
course.png
Also you might like to add the following CSS to your theme's Custom CSS box to style that heading better?
.coursebox > .info > .coursename a {
background-position: left 3px;
float: left;}
Hope that helps?
Mary