I don't use icons as I only want the location, but I decided to try it. I did exactly as described above and I got the following:
(Seems the [img] tag won't work so you'll need to click on the link to see the screen shot).
No idea what you are doing wrong but it works for me on POI LOader 220.127.116.11 and a Garmin 60Cx (latest s/w). Perhaps you haven't created the folders correctly - here's what I tried:
>>POI Loader Transfer
>> >> Motorcycles
>> >> >>> Suzuki.csv, Honda.csv, Suzuki.bmp, Honda.bmp
>> >> Camping
>> >> >>> KOA.csv, KOA.bmp
>> >> Hiking
>> >> >>> Waterfalls.csv, Vistas.csv
Select the "POI Loader Transfer" folder when running POI LOader and you will get Motorcycles, Camping and Hiking when you do "Select Database".