I was looking around for any tutorial showin' how to do this, but I have'nt found any, so here is how I found out how to do this:
What Im talking about? About Custom Icons in title screen, something like this:

First of all you must create two image files, each of them must contain your icons, in my case every icon is 50x25 pixels.
in first one put them in normal colour:

the second one should'nt be the same as the first one, so Greyscale it (for example)

Now open font editor (I use FntEditor) and open first Image, in text area put those values:
[Def]
Size = 25,25
Spacing = 1,125;(I forgot why its 125)
Colors = 256
Offset = 1,0
Type = Variable
[Map]
A 0 50
B 50 50
C 100 50
D 150 50
E 200 50
F 250 50
G 300 50
H 350 50
I 400 50
J 450 50
K 500 50
As you can see each letter is an icon, so if you type A you'll see Arcade, B VS etc., save it as .fnt.
In system.DEF, go to [Title Info] and set those thing like this:
menu.item.font = 2,0,0;Greyscaled Icons
menu.item.active.font = 1,0,0;Normal Icons
menu.item.spacing = 0, 24
menu.itemname.arcade = "A"
menu.itemname.versus = "B"
menu.itemname.teamarcade = "C"
menu.itemname.teamversus = "D"
menu.itemname.teamcoop = "E"
menu.itemname.survival = "F"
menu.itemname.survivalcoop = "G"
menu.itemname.training = "H"
menu.itemname.watch = "I"
menu.itemname.options = "J"
menu.itemname.exit = "K"
menu.window.margins.y = 24, 96
menu.window.visibleitems = 1
menu.boxcursor.visible = 0
menu.boxcursor.coords = 0,0,0,0
menu.window.margins.y 24 is the up margin, when you move down all icons that will move up disappear, 96 set the down margin, any icons further than 96 from active icon are'nt shown.
menu.window.visibleitems set to 1 makes active icon stay in one place, and only inactive icons moves.
menu.item.spacing set space beetwen middles of letters, I set 24 (not 25) because I wanted to make Icons connected(there is black line around all icons).