You need to customize the ActionBarSherlock. Include an xml called "styles_mytheme.xml" in values folder:
<?xml version="1.0" encoding="utf-8"?>
<resources xmlns:android="http://schemas.android.com/apk/res/android">
<style name="Theme.Styled" parent="@style/Theme.Sherlock.Light">
<item name="actionBarStyle">@style/CustomActionBarStyle</item>
<item name="android:actionBarStyle">@style/CustomActionBarStyle</item>
<item name="android:actionBarItemBackground">@drawable/overflow_selector</item>
<item name="android:itemBackground">@drawable/overflow_selector</item>
<item name="android:actionBarWidgetTheme">@style/CustomActionOverflowDropDownText</item>
<item name="actionBarWidgetTheme">@style/CustomTitleColorBar</item>
<item name="android:icon">@drawable/ic_nav_home_back</item>
<item name="android:homeAsUpIndicator">@drawable/ic_nav_back</item>
<item name="icon">@drawable/ic_nav_home_back</item>
<item name="dropDownListViewStyle">@style/DropDownStyles</item>
<item name="android:dropDownListViewStyle">@style/DropDownStyles</item>
</style>
<style name="CustomActionBarStyle" parent="@style/Widget.Sherlock.ActionBar">
<!-- define background for action bar (sets default for all parts of action bar - main, stacked, split) -->
<item name="android:background">@drawable/navigation</item>
<item name="background">@drawable/navigation</item>
<item name="android:titleTextStyle">@style/MyTheme.ActionBar.TitleTextStyle</item>
<item name="titleTextStyle">@style/MyTheme.ActionBar.TitleTextStyle</item>
</style>
<!-- Style for the color title bar -->
<style name="CustomTitleColorBar" parent="@style/TextAppearance.Sherlock.Widget.ActionBar.Title">
<item name="android:textColor">@color/white</item>
<item name="android:textSize">12sp</item>
</style>
<style name="CustomActionOverflowDropDownText" parent="Widget">
<item name="android:textColor">@color/white</item>
</style>
<style name="MyTheme.ActionBar.TitleTextStyle" parent="@style/TextAppearance.Sherlock.Widget.ActionBar.Title">
<item name="android:textColor">@color/white</item>
</style>
<style name="My_Theme" parent="Theme.Sherlock">
<item name="android:popupMenuStyle">@style/MyApp.PopupMenuStyle</item>
<item name="popupMenuStyle">@style/MyApp.PopupMenuStyle</item>
</style>
<style name="MyApp.PopupMenuStyle" parent="Widget.Sherlock.ListPopupWindow">
<item name="android:popupBackground">@drawable/navigation</item>
</style>
<style name="DropDownStyles" parent="Widget.Sherlock.ListView.DropDown">
<item name="android:divider">@null</item>
<item name="android:listSelector">@drawable/overflow_selector</item>
</style>
</resources>
Now include this xml in the code:
setTheme(Theme.Styled);
Now change these three lines, when you change these three lines, the icon will change:
<item name="android:icon">@drawable/ic_nav_home_back</item>
<item name="android:homeAsUpIndicator">@drawable/ic_nav_back</item>
<item name="icon">@drawable/ic_nav_home_back</item>