Alternatively, you could navigate to wherever you installed the program, right click on the relevant .EXE file and create a Shortcut Icon for it.
You can then place the Shortcut Icon wherever you want it to be.
By using something like TweakUI you can then remove the 'Arrow' symbol from the shortcut (if you don't like the arrow symbol).
http://www.microsoft.com/windowsxp/Downloads/powertoys/Xppowertoys.mspx
Or you could just reinstall the program over the top of itself, thereby reinstating the missing icon. :)
Edited for link.