Can't Backup All Properties Of Favorites

I want to backup my IE Favorites, but for some of them, Win7 keeps asking me "Are you sure you want to copy this file without its properties?"

A few of the Favorites in question are for things for sale, but most aren't.

Anyway, I said "Yes" for all of them, because it was either that, "Skip" or "Cancel".

What exactly are these properties that aren't getting backed up? Are they anything that would be nice to have? Is there anything that can be done about this?

 

Those 'properties' are the favicons - the little image assigned to the bookmark/shortcut.
Your links will be intact - don't worry about the message.

 

Thanks yet again, Eldon.