Thanks Pete,
You have confirmed that the setting works with shape scripts, which is far better than my failing memory.
Now to your remaining issue...
I gather you want to decorate your scripts with one or more icons. This would be something along the lines of how EA decorates certain glyphs to indicate various Web stereotypes for example.
There is good news on this front, to a point. Yes, you can add an icon to your shape, or define one to add to a shape EA draws (which is not quite the same as drawing a native shape in a script).
Use the "decoration" shape type to define a small shape that will appear at a corner or edge of your shape. You will have to play around with this a bit. There are some undocumented 'rules' regarding size and such; it really is trial and error.
AFAIK you cannot define an image for this, but have to actually draw the shame. Note: This may have changed since I last mentioned it to Sparx; I have not had the time and need to test it.
You are also limited to a single decoration. Once again, this might have changed since I reported this limitation to Sparx.
Finally, this did not work with native shapes drawn via shape scripts. Yet again, Sparx may have resolved this by now. Either way, you should be able to define a shape script that has only a decoration (i.e. no "shape" keyword). This would cause a stereotyped element to be drawn by EA, and then to have your decoration applied.
HTH, David
PS: If you can confirm that any of the above limitations have been lifted, please post back here. For any that still apply and that you consider constraints, I strongly urge you to submit a feature request to Sparx. Use the link near the bottom of any forum page.