Icons dissapear?

Hello:

I have a new PC I am setting up
Windows 7 fully updated

What I like to do is make a folder on the desktop for grouping shortcut icons of a particular similar nature...When I put the shorcut icons in this folder a funny thing happens...SOME but not all shorcut icons disappear...the program name is still there in the folder list IE the file is still there and the shorcut still works but the ICON of a picture of the particular program is gone and is replaced with a generic "white box" one...I tried to go and change the white box icon back to the program one but when I browsed to the programs PICTURE icon and after I hit enter to change it did not work...

My question is is that is there a way I can fix this and why are my icons dissapearing like this and only SOME do this but not all in the folder so that is kind of weird...

Thanks very much!

Ron