Add external link to admin menu and target admin frame

Hi, Noticed that others may have requested this as a feature add-on to ultimate branding plugin, but I just need some help on setting target and icon for menu link ....I'm new at thsi ,so I've added a link:

add_action( 'admin_menu' , 'add_link' );
function add_link() {
global $menu;
$menu[9999] = array( __('MYLINK'), 'manage_options', 'URL' );
}

How can I set the icon for the link? and How can I set the target for the link to the wp-admin frame (default for all other menu items) or new window?

Would really appreciate any help. Thanks,