I've never seen anything like that but it could be that IE is caching the icons somewhere and somehow has messed up the mapping from icon to URL. I don't know offhand how it does it but you could try clearing the browser cache and deleting all cookies, then restarting IE.
By the way people, the answer to every technical question isn't 'use something else'. The other day my DVD player suddenly wouldn't read any DVDs. If I asked what could be wrong and mentioned that it is an NEC DVD-RW drive would an answer like, 'well, you should be using a Pioneer drive' be helpful at all?