Annoying Icon Problem

[Magnus of Borg]

The problem is very minor, yet extremely aggravating. My desktop shortcut icon changed from the gold V symbol to the IE shortcut symbol and stalwartly refuses to change back. (I use Vista, but I don't use IE at all.) I deleted it and created new desktop shortcut via Steam, but it didn’t solve the problem. I’ve tried to manually change the icon, yet the properties tab shows the correct one while displaying the wrong one on the desktop itself. (Where) is the actual .ico file? How do I solve this annoying problem?