I like to use the Links toolbar in IE to click to favorites, like this MC12 forum. I've had a problem with XP and with Vista that the favicons (little icons next to the site name) would disappear.
Whenever I cleared Temporary Internet Files the icons would disappear. I read about a program that helped with XP but not Vista and how Vista handled Favicons differently and for the better. But the problem persisted for me whenever the temp files were cleared, which was often because I suspect that Windows Live Onecare was clearing the files periodically.
I noticed a couple favicons always stayed, but most others always disappeared. Recently, I added a few more favorites to the bottom of the links menu and they stuck. Hmmm.
So I wondered why the new ones stuck, but the old ones didn't. Then it dawned on me,
delete the old ones and add them back! This worked. Now the Temporay Internet Files can be cleared without affecting the favicons. When I got my new machine, I used Windows Easy Transfer to keep my favorites in place. I guess the old structure was interferring.
I hope this helps someone else. This was one of those stupid PC annoyances that drove me bonkers, and I just had to share the solution now that I found one.