WinAmp's yellow lightning icon is still sitting happily in my Windows icon tray right this very moment. Pageant is in there too with its cute little spy-hat :-)

Also vintage of the era is ZOC[1] which was a dialer and terminal emulator whose "O" used a yellow lightning bolt.

[1] https://www.os2world.com/wiki/index.php/ZOC

(The Wikipedia page for the application does not have the same splash screen that the above link does and the above is certainly the version I remember.)