default path for picons is media/usb. If you have nothing mounted as media/usb that means your picons are in the flash.
You can find picon path in usr/lib/enigma2/python/Components/Renderer/Picon.py
Open the picon.py file in text editor (I use notepad++) and you will see picons locations:
/media/cf/%s/ and /media/usb/%s/,
just change the cf to hdd, then save and overwrite the original file - then reboot and it'll change your picons default path.
To make it working properly your hdd cannot go into sleeping state - you have to disable standby time in menu > setup > system > harddisc > harddisc setup.
If you won't do that you'll get trouble getting picons on the screen after watching channels for more than 10 min (default hdd standby time).
