Disappearing decorative icons in IE

Sometimes when I add something to my favorites list in IE, the site has some sort of identifying icon next to it. For example right now, my New York Times favorite has an Old English “T”.
However, these icons always seem to disappear after I turn off my computer and get replaced with the IE icon.

Granted, these icons are entirely useless and not necessary, but what’s the point of these anyway? Why do they disappear?

WAG:

It may have something to do with the “use this program to open this type of file” option.

Kinda like what happens when Real Player takes hold of your computer and forces itself on your MP3 files and such.

Do a search for FAVICONS and you will get the info explaining it

What sailor said. You can customise an icon (usually named favicon.ico or something similar) to be displayed when someone adds your website to their favourites, but the caching rules for favicons are obscure, complicated and apparently inconsistent.