Interesting, does it say something in the console? Like can't find some_icon.png?
I am on Mac OSX myself and use Windows 7 at work, and I have not seen this. After installation of the plugin, you need to restart ST2; you get glitches like this until you do. Does a restart of ST2 help you?
I will also try enabling Soda Theme and see if that somehow interferes.
You might possibly get this issue when Package Control upgrades the plugin as well, again a restart should help.
Soda Theme does not interfere for me. A restart is all you probably need.