JeffreyWay/Easy-WordPress-Custom-Post-Types — comment on commit a6181e5193318bf9d2e4c74df6dbdc2556d02d1b
File:  line 0
By NETTUTS:

Yes - you use the 'menu_icon' option.

$p = new JW_Post_Type('Movie', array(
'menu_icon' => 'path to icon'
));