Internet Favorites Icons in drop down

Here is my question. This may be somewhat simple, but i have yet to figure out the answer. In my drop down menu for favorites in IE. Not the favorites button, but the favorites up top that drops down when you click it. When you add a link to that favorites (i am using winXP btw) it has a neat little icon that is custom for each webpage by it, but then after a reboot and start IE it just has the normal e with a page behind it icon. How can i make those icons that are unique per webpage STAY. If you don’t follow what im saying then just add google to your favorites and look at the icon for it.