These Icons are stored in >>
C:\Documents and Settings\YourNameHere\Local Settings\Temporary Internet
Files
The contents of these files get deleted. Icons revert back to the generic
ugly IE e.
IE | Tools | Internet Options | General tab | Settings button | View Files
button | Scroll down to whatever *.ico files you want to keep | Left click
favicon.ico | Drag to Desktop | Rename to whatever | Store in a folder such
as >> C:\Documents and Settings\YourNameHere\My Documents\ICONS
Open Favorites | Right click whatever item | Properties | Change Icon |
button | Browse button | Click: My Documents or wherever *.ico are stored |
Click whatever *.ico | Open button | OK | Apply | OK
Repeat as necessary.
If you move any *.ico files after customizing your shortcut/favorite, the
icon will revert back to the blue e.