Thanks for your help, it works fine.

Create a textfile "autorun.inf" with text:
[autorun]
ICON=nokia770.ico

Put your icon and the autorun.inf at root of your mmc.
I have made just a quick icon for testing purpose (16,24,32,48 with 8bit and 32bit).
I will post a better one in some days and think the image should show the closed device what is very characteristic for the Nokia770.