I have Blue Marble set to default to a blue background, whereas the installer for BM makes the screen a sickly sort of yellow color. That's normal.
Did you know that you can alter the HUD color to anything you want to? Simply by using my fabulous utility that changes HUD colors. You can get it here:
http://forums.civfanatics.com/threads/civ4-hud-color-utility.432883/
Enjoy
As for the missing icon. I have no idea why that happens. I'll post the icon again for you.
Oh I see then, so everything is fine, I will use the tool for the HUD although the blue one is pretty sexy with BAT. Thanks for the icon but its ok I replace it with existing one from the game installation.