I just installed the fallout trilogy, and there is a random man as the icon for the game. what is this?

It's a bug I think.

Its no Bug, Its an easter Egg.

Its one of the Devs - Tim Cain http://fallout.wikia.com/wiki/Tim_Cain

Tim Cain talks about fallout here: http://www.youtube.com/watch?v=xgjd4i1o4UY

It is supposed to replace the fallout icon IIRC on a certain day, although using a particular icon size will make it the default option.