It is the third argument, and is described here:
EDIT: Ok, I still don't totally understand what you're asking for, but it seems now that you want to put a custom icon in the msgbox. Is that correct? If that's the case, then, again, it is described in the documentation.
h = msgbox(Message,Title,'custom',IconData,IconCMap)
Read the documentation by typing
at the command line.
EDIT2: Oh, I think I see now. You want to change the icon on the title bar, correct? I guess the following would work:
hm = msgbox('Hello','Notice','help');