These are known as favicons, some websites have them set. They download into your temporary internet files (cache) when you visit one of these sites, when you clear the cache, or files get tipped out as you are reaching your limits, the icons disappear and you revert to having the IE default.
Solution, it's a bit of a faff..
1: Go to the website that has a favicon set, !!!!!!!!!!!!!! has one and enter the web address as
http://www.!!!!!!!!!!!!!!/favicon.ico and you will see the icon.
2: Right click on this and save it to your hard dive, I've got a separate folder Favicons, making sure when you save it you use a .ico extension, not the default that pops up, usually .bmp.
3: Right click on the bookmark entry in IE and go to properties, click on the "Change Icon" button and point this to the icon you have just saved.
.. and there you go, your favourite icons will be saved forever, or you may just think there is better things to do with your life and stick with the default IE ones..!
Although, I have to say if you have a lot of entries in your favourites or links, it does make it a whole lot easier with individual icons.
g'luck..
