If you are using AppCompat, the only way to set the ActionBar icon on devices running Gingerbread (API 10) or below is by setting the android:icon attribute in every Activity in your manifest or setting the drawable programatically.
<manifest>
<application>
...
<activity android:name="com.your.ActivityName"
...
android:icon="@drawable/ab_logo"/>
...
</application>
</manifest>
Update: Be warned however that the application icon will be overridden if you set the android:icon attribute on the launch Activity. The only work around I know of is to have a splash or dummy Activity which then launches your main Activity.