Andy,
You seem to have many issues going on.
Restore the Internet Desktop Icon association
http://www.dougknox.com/xp/fileassoc/ie_desktop_icon.zip
HTM/HTML Fix for Windows XP
http://www.dougknox.com/xp/fileassoc/html_association_fix.zip
EXE and LNK Fix for Windows XP - Line 12
http://www.kellys-korner-xp.com/xp_tweaks.htm
To use the Regedit: Save the REG File to your hard disk. Double click it
and answer yes to the import prompt. REG files can be viewed in Notepad by
right clicking on the file and selecting Edit.
As for Favorite icons, etc changing....this is due to cleaning your TIF.
Workarounds:
Custom icons are lost when you clean your cache.
These are generally known as favicons.ico (Favorite Icons) and they normally
will only last until your Internet Explorer Temp files are cleared.
This program will allow you to save the favicons.ico (Favorite Icons)
permanently in a different folder and re-associate your favorites with the
stored icons.
FavOrg - Restore and Save Favorite Icons (Line 108)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Tip:
FavesToGo - Save Favorites Quickly (Line 108)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Workaround:
Navigate to the Temporary Internet Files, and drag the icons to the desktop
and rename them to whatever name you like.
Create a folder called Icon Selection. Move all of the renamed favicons to
this folder placed in the root directory of C. Right click on the Icon,
select Browse and navigate to your Icon Selection folder. Choose the
renamed favicon and click ok. These icons will be permanent.
When you right click on an icon, select browse and navigate to the Icon
Selection folder. Choose the renamed favicon you want and click ok. Your
customized icons will be permanent.
Troubleshooting Favorites
http://www.kellys-korner-xp.com/xp_favorites.htm