Not really sure what you mean here, there is no icon before the thread on the index by default, can you explain what you need a bit more...??
Oh, the status icons, they're images in the images folder for your theme, on.gif, off.gif and offlock.gif, if you replace these with images with the same name and file extension, they'll update on the index.
On.gif = there's a new post
Offlock = no new post
offlock = close forum
Is this right? Thanks!