when I got rocket dock, i had that icon (and all others) on the desktop like usual. I just dragged and dropped them to rocketdock; that was it.
(now i had that icon for a folder that contained my wirus utilities; it was NOT the defualt icon or anything, i always change icon of all my folders: rt-click>properties>customize>change icon...etc. so that folder was already there; it is NOT the real power on/off for the computer)