Favorites Icons won't stay

When I create a new favorite I sometimes get a colorful Icon beside the favorite instead of the usual Explorer Icon. For instance I get the red "Y" symbol For Yahoo or the CBS eye for CBS.com. When I reboot these Icons are gone. Does anyone know why they disappear? How can I get them to stick around.
I set my History Folder to keep links for thirty days. I notice if I clear my History Folder the Icons disappear.

 

Often the fastest help is to help yourself. A search the past posted "Archives" is a good way to help yourself. If after doing this you are unable to find the help you seek or don't understand what you found and need further or more simplified explaination post away.

As you are new [hello, by the way] you may not be aware of or have had a chance to check the help.net feature out.

Here it is:
search

or the icon is always accessible in the top right of site page.

I went in and dragged this out for ya':
http://www.windowsbbs.com/showthread.php?s=&threadid=1119&highlight=fav+icon