IE toolbar icons?

I just reinstalled Xp again on my laptop and was putting the link bar the way i want it, i usd to have to change all the icons myself but this time they were put up automaticaly i guess (like the picture for major geeks,the sunglassed Major) Which was fine with me!! When I was done the link bar was filled with cool icons for each link I visit often. But when i shut down and restarted later, They Were All Gone!?!?! Well except for the windows media-marketplace-dell and yahoo??? And whin i delete the ones without the website icon ,i just get the usual Explorer icon now. What did i do or not do or do wrong? Sorry if I ramble.....on and on .....

Oh and I'm running XP Pro
on a Dell inspiron 1100
2.4 Celeron CPU
1 Gb mem