Well, there are a number of reasons why it could not be loading:
1. Make sure all of your icon atlases are in .dds format. The screenshot is in .png, for example. You might have saved it after the screenshot but sometimes we forget the obvious.
2. Units require 5 different icon sizes for different circumstances: 256, 128, 80, 64, 45. That atlas in the screeny is for the 256 icon. Make sure you have resized it for each of the other necessary sizes.
3. Make sure you import the art files into the VFS and also import the XML for the atlases into the VFS.
4. Make sure the XML for the new unit entry correctly references your new atlas. Sometimes you just make a typo and don't notice.
If none of these work then you may have to post the mod so someone can take a look at it.
Kael's guide goes through the steps necessary for adding new icons pretty in depth (however it doesn't include the "Import into VFS" step) so if you haven't, please read it. You could also download someone else's mod and take a look at how they add new unit icons and just copy their format. Good luck
