I just installed this plugin and found that it wasn't working; the admin page allowed you to drag icons into the active icons pane, but when you wanted to drop them the icon would just jump back to the available icons pane. This is because the jquery UI scripts aren't loaded correctly.
Please find a fix @ http://pastebin.com/6x87ghti
It'd be great if you could add this patch to the plugin. In the mean time, if you're having probs, just change the code manually based on the diff above (for those not familiar with diffs, the red lines show the old content, the green ones the new one)