Ok... I recently made these two icons for a Sephiroth model: http://i3.photobucket.com/albums/y61/TheLimpOne/Seph8.gif http://i3.photobucket.com/albums/y61/TheLimpOne/Seph9.gif I saved them as TGA... Then converted them to .blp. After I converted them, I attempted to import them into the map, they imported. I made their custom path as "blah/blah/BTNSephiroth.blp" "blah/blah/DISBTNSephiroth.blp" (I didn't actually put BLAHS into the address...) Then after importing them, I restarted the editor. Came back, tried to make my Sephiroth model have my icons, but they would not APPEAR! I could've sworn I did everything properly.
And now, the problem might be different: alpha channels. On how many bits did you save the icons? I would suggest 24 though 32 might work as well. Try to view the icons in the Warcraft 3 Viewer. If you can't, then that's the problem! You can do problemless conversions with it as well.
If the icons have turned invisible, it's because they don't have alpha channels like Daelin said. What program are you using? To make alpha channels you need either PSP 7.0 or greater, or Photoshop. If you don't have any of these programs, there are two Sephiroth icons on this site. Here's the link to the better looking one. http://www.wc3sear.ch/?p=Icons&ID=6753