The Icons from Cydia will not auto skin.  In order to get the skins to work just find the icon you want to use.  I use the cyida icons instead on making my own. Add it to the Xboxmb theme in it's own folder...whatever the app is called. Once done drag and drop the file onto the template.  Once you resize and the icon looks good to go just save as a .png over the orginal.  The instead of a respring go back into winterboard and reselect it that way.