For 1.4.x, custom icon background is assigned to the :after css selector:
.ui-icon-taifun:after {
background-image: url("taifun.png");
}
Then to use this icon in your buttons, data-icon should be set to "taifun" or whatever text you use after ui-icon-
<li><a href="#programas" id="programas" data-icon="taifun">Programas</a></li>
<li><a href="#noticias" id="noticias" data-icon="taifun">Noticias</a></li>
<li><a href="#radio" id="radio" data-icon="taifun">Radio</a></li>
<li><a href="#eventos" id="eventos" data-icon="taifun">Eventos</a></li>
<li><a href="#more" id="more" data-icon="taifun">More</a></li>
Here is a DEMO