Try this.
1) Create an ImageList that holds your icons and set the ImageList as the style.ImageList property for the column.
this.gridDataBoundGrid1.Binder.InternalColumns[1].StyleInfo.ImageList = imageList;
2) Then handle PrepareViewStyleInfo, and there move the style.CellValue to the styleImageIndex property and set teh style.Text to "".
private void gridDataBoundGrid1_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
if(e.ColIndex == 2 && e.RowIndex > 0)
{
e.Style.ImageIndex = (int)e.Style.CellValue;
e.Style.Text = "";
}
}