This happens when you delete your temporary internet files. There was a free download called Favorg that would save the icons even after deleting the TIF or cache. I don't know if it is still available for download or if another program will do the same thing. I don't use IE much these days but still have Favorg saving the icons.
Does anybody know how to keep from losing the icons of the websites which I save as favorites. It never fails. About two days after I add the site to my favorites, I lose the website's icon and find that it has been replaced by the non-descript IE blue icon.
Thanks a lot and Happy New Year!