Please also note that Xfce 4.6 does not come with an icon theme any more.
Xfce 4.6 now depends on the Tango theme which is now installed by default.
The default installation of Xfce is also adjusted to use this icon theme
instead of the Xfce 4.4 standard Rodent theme. If you are upgrading from
Xfce 4.4 to 4.6 you probably still have the Rodent theme selected. This
will lead to several "missing" icons when starting up Xfce.
Make sure to switch as well to the Tango theme. To do this just open the
Settings Manager and select Appearance. Inside the Appearance dialog
switch to the Icons tab and select the "Tango" entry in the list on the
left side of the Icons tab.