Hello.
I had the same issue. You're using a linux distro, right?
The UTFT example compiles fine under windows but, if you're using linux, you have to edit the .c file using const, like this:
// Generated by : ImageConverter 565 v1.0
// Generated from: taskmgr.png
// Time generated: 11.10.2010 22:51:23
// Size : 2 048 Bytes
#include <avr/pgmspace.h>
const unsigned short icon[0x400] PROGMEM ={