In windows explorer (and linux gnome) shows for each file a thumbnail or icon. Like with EXEs, images, videos, txt-files, ini-files, Word documents and so m
Not entirely sure if you will be able to get the icon but take a look at AssociationService that is accessible using JDIC.
AssociationService
http://java.sun.com/developer/technicalArticles/J2SE/Desktop/jdic_assoc/
Also this thread http://forums.sun.com/thread.jspa?threadID=5357995