That sux. I would have though that this is a setting on the Zumo itself. The gpx files carry a reference to an icon (file name) but not an actual icon itself. A GPX file is just a text file that you can read using note pad/word pad/word etc, so they are not clever enough to hold a icon type. Have a look in the main settings menu on the Zumo or the route settings menu (if there is one). Am I being stupidly obvious in that you have already tried this?
Cheers R
"The ultimate result of shielding men from the effects of folly is to fill the world with fools." - Herbert Spencer, English Philosopher (1820-1903)
Bookmarks