There's a new KB article on PDFs in SharePoint Portal Server 2003.  It addresses getting your PDF files indexed as well as getting the icon to show up.  Many thanks Gabe and Iyaz for getting the answer to this common customer question documented!

Update 1/25: You can get the pdf icon at Adobe. You have to agree to a Terms of Use at http://www.adobe.com/misc/agreement.html and then find the link on the second page.