You need to delete your Springboard Icon Cache by doing the following...
You can use a file manager like iFile on the iPhone itself or you can SSH into the device.
Browse to /var/mobile/Library/Caches/ and delete the following folders...
Then respring or reboot and if the theme has the icon...you should be able to see it.
Sometimes if you're switching themes around....some icons will 'stick' from previous themes and you'll have to do this.
Hope this helps.