It does the same for me.
I didn't understand what you meant, so I opened up IE and got to these forums and right clicked any thread and saw the Create Shortcut option. It's not there in Firefox.
Clicked the option and IE/Windows placed a shortcut on my desktop, "without an image"!!
I just right clicked the shortcut, went to Properties then changed the icon back to the IE icon and clicked Apply and it appeared.
When I create a Desktop shortcut using the right-click menu the text portion of the shortcut appears on the Desktop but the IE image is not visible. However the shortcut does work. This only happens with shortcuts to CNET forum pages. All other shortcut images are fine.
I have tried using Desktop "Refresh" on the right-click menu as well as TweakUI and restarting the computer to repair these shortcut images to no avail. However using "Change Icon" in the shortcuts Properties does work.
Any ideas what may be causing the shortcut images to not appear?
I am using Windows ME and IE 6 SP1.