Website designers can add a site-specific icon so when you add that site to your favorites or create a shortcut to that site on your computer, their icon will be displayed. They just include a file named favicon.ico in the root folder of their site. This file is copied into your Temporary Internet Files folder. If you clear the cache, the icon will be lost, or it will eventually be pushed out of the cache by newer content.
To keep the icon for your shortcuts, open Internet Explorer and type in the address to the icon, example: 'http://www.wintipsweb.us/favicon.ico.' The icon should now be displayed in your browser window. Right-click on the icon and select 'Save Picture' and save it to anywhere on your computer. Now right-click on the shortcut or favorite and select 'Properties'. Click on the 'Change Icon' button then click 'Browse' to find the icon. Now click OK and OK again to save the changes.