"Failed to create symlink" and no icons

I get an error message "Failed to create symlink" and my file icons are all question marks

ROX-Filer is having trouble with the icon theme. Try choosing another one.

If you have not set a theme then it cannot locate the default theme. Try removing the link ~/.icons/ROX, e.g.

$ mv ~/.icons/ROX ~/.icons/ROX.broken
$ rox -n