This could not be necessary, but try adding to the desktop file:
X-Icon-path=/usr/share/icons
X-Window-Icon=my_icon

I always add two icons to:
/usr/share/icons/hicolor/26x26/hildon/
/usr/share/icons/hicolor/scalable/hildon/

Scalable is the largest icon 64x64.
Scalable icon is shown in the large menu and the window list, and 26x26 is shown in the running apps list.

And I run this in the postinst script: gtk-update-icon-cache -f /usr/share/icons/hicolor