try this
var locations = [
['San Francisco: Power Outage', 37.7749295, -122.4194155,'http://labs.google.com/ridefinder/images/mm_20_purple.png'],
['Sausalito', 37.8590937, -122.4852507,'http://labs.google.com/ridefinder/images/mm_20_red.png'],
['Sacramento', 38.5815719, -121.4943996,'http://labs.google.com/ridefinder/images/mm_20_green.png'],
['Soledad', 36.424687, -121.3263187,'http://labs.google.com/ridefinder/images/mm_20_blue.png'],
['Shingletown', 40.4923784, -121.8891586,'http://labs.google.com/ridefinder/images/mm_20_yellow.png']
];
//inside the loop
marker = new google.maps.Marker({
position: new google.maps.LatLng(locations[i][1], locations[i][2]),
map: map,
icon: locations[i][3]
});