When Spiral Knights is run for the first time, when you quit it asks if you want a launcher icon on your desktop. I use Linux, I lost my icon, so I had to remake it. What follows is how I did it.

(* This isn't a request for help; this is something I figured out that might help others.)

I am using GNOME, though you should be able to translate it to KDE or XFCE or openbox or Unity or whatever else you're using.

- Right-click on the gnome-panel where your launchers usually reside, and click "add to panel..." and choose "Custom Application Launcher"
- Alternately, Right-click on the "Main Menu" applet (it provides the "Applications / Places / System" menus) and choose "Edit Menus". On the left side choose "Games" and on the right side click "New Item".
- In the "Create Launcher" dialog box, enter the following
Type: Application
Name: Spiral Knights
Command: /usr/bin/java -jar .getdown/spiral/getdown-pro.jar .getdown/spiral/
Comment: Spiral Knights
- Click on the icon. Browse to ~/.getdown/spiral/icon_128.png

That should do the trick.