Following from my 'external apps' walkaround is one about what to do if you want 'nicer' icons in the external app list.
For example, any batch files (created from my previous walkaround) have the default batch file icon.
If you want swanky icons do this:
Download Quick Batch File Complier or similar program. If you do all your programs at once the trial period will probably be enough!
Simply put the batch file into this program, select your icon (which can be anything!) and compile!
There you have it, a nice exe file with fancy icon. Pop that into Media Engine and it all works and looks pretty!