A while back, I was involved in a discussion here about changing the icon on the Gnome menu. The consensus was that you should:
1. rename the default icon (/user/share/pixmaps/gnome-logo-icon-transparent.png) to archive it, then
2. rename whatever icon you wanted used to that default name.
That seems to be a widespread solution on the web.
Someone came along and recommended using the gnome configuration editor to change the icon, but, at the time I couldn't get anything to work on my system. I still don't know what I was doing wrong, but since then, I have figured it out, and I thought a brief explanation might be useful to others.
I have also discovered, and quickly adopted, the "main menu" Gnome applet which uses a single menu format to replace the default "menu bar" with it's Applications|Places|Desktop format. That choice shouldn't make any difference in the technique.
The Right Way:
Probably the most common replacement for the Gnome footprint (among us Debianites) is the Debian swirl. I like this one.
I copied the 32x32 version to /usr/share/pixmaps/menu32.png
Once you've selected the icon you want, get into the configuration editor -- System Tools|Configuration Editor, or aptitude install gconf-editor if necessary. From there -- apps|panel|objects.
You will see a series of folders named object_0, object_1, etc. The trick now is to discover which of those objects is your menu application. Believe me, it could be any of them. Each folder contains a similar collection of information. The solution for me was to click thru all the objects watching the "position" key. Since my menu is at the left side of the panel, it was the one with the lowest number in that key. That turned out to be object_3.
From there on, it's a piece of cake. Click the checkbox for "use_custom_icon", then right-click on "custom_icon", select "Edit key..." and enter the full path to your chosen icon. (For me: /usr/share/pixmaps/menu32.png)