This is from memory: Once you've created a map (through the "My Maps" link), make a placemark, then click on it. A windowlet will pop up, and there's a standard marker icon in the upper-right corner. Click on the icon, and an icon chooser doohicky will pop up. You can actually create your own icons as well. Pretty neat.

Now, if bikeforums only allowed for Google Maps embedding... probably just as well, since Google Maps crashes the version of IE I have to use.