I didn't like the default icon that Ubuntu chose for XAMPP, so I made a small icon from the XAMPP logo. It's just the XAMPP logo cropped and resized to 48x48px. If you'd like it, it's here:
http://img509.imageshack.us/img509/7729/xamppsm.png
To change the icon in the Applications Menu:
right click on Applications
select Edit Menus
navigate to XAMPP Control Panel and select it
select Properties
click on the existing icon
navigate to the location of the XAMPP icon you downloaded and select it
To change the icon on the Desktop:
right click on the icon
select Properties
click on the existing icon
navigate to the location of the XAMPP icon you downloaded and select it
