Shortcuts on Desktop Wrong

I had to do a full system reinstall and I have called Dell Gold Technical Support for an answer, they could not help, as to why when I save a Shortcut to the desktop from a Website I get the Icon picture of the Browser I am using instead of the Websites own icon. This feature worked fine before the reinstall.
I am using Windows XP Pro on a laptop that is in a docking station.
I have searched help, etc. and cannot figure out why I end up with the Internet Explorer Icon Picture (or the SBC Yahoo Icon Picture) for say MapQuest and other websites, instead of the Websites Icon picture.
What setting do I change in Windows? Thanks for any answers.