Hi John,
The icon is called a Favicon. Here's how to make the icon permanent without software.
First clean out your cache.
Go to the site and Add the site to your Favorites (this will load the icon into your cache).
Now look in the cache (or do a Find for Favicon*).
These Favicons are not named so you will need to view the icon in thumbnail view mode in Explorer or a graphic program that handles ico files to see if the Favicon file you find is the one you want. Also if this is the only site that you have been to since the cache was cleaned out, then the only Favicon there will be the one you want.
Right click this Favicon and Copy.
Create a folder (say, Favicons in My Documents) and paste this Favicon into it. Now right click and rename the Favicon the name of the site (easier for you to find it when you get several Favicons).
Right click the Favorite shortcut to that site and select Properties. Select Change icon button. Browse to this Favicon folder you made and highlight the Favicon you put there. OK your way out. The Icon will load from this saved image and will not disappear when the cache is cleared.
HTH, Dana

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