Confectioner's glaze is the icing we typically see on glazed donuts or danish pastry. It is simple to make and use. There are various recipes and they are basically alike, but I have provided two below for you see some variations and end uses. You can also see the one I use with apple fritters in that Food Nirvana recipe.
Recipe #1: This one is for icing on danish pastry
1 1/4 cups of confectioners' sugar
3 tablespoons of milk
1/2 teaspoon of clear (or regular) vanilla extract
Mix gently but thoroughly in a small bowl with a teaspoon.
Use on danish pastry or similar pastries.
Recipe #2: This one is Alton Brown's recipe for glazed donut glaze
1/4 cup of whole milk
1 teaspoon of vanilla extract
2 cups of confectioners' sugar
Combine the milk and the vanilla in a medium saucepan and heat the mixture over low heat until warm.
Sift the confectioners' sugar into the milk mixture.
Whisk slowly, until well combined.
Remove the saucepan from the heat and set it over a bowl of warm water.
Dip the doughnuts into the glaze, one at a time, and set each doughnut on a draining rack placed on a cookie sheet.
Allow the glaze to cool on the doughnuts for 5 minutes.
Serve the doughnuts.