RackForms comes with this PS file so you can edit the default error icon. 

The se your new icon, look for the css line in /app/movefiles/formpage.css:

form li.error { border: 1px solid #ccc; padding-right: 30px; background: url('error-icon-red.gif') center right no-repeat #FFFFDD; }

and change the 'error-icon-red.gif' string to match the name of your new icon image.