Changing short cut icons

After installing SP3 all my changed (shortcuts) icons reverted to default
and now when I change one and click final Apply the icon merely blinks., and
remains default IE icon

Is this just another MS unwelcome change with installation of SP3, or is
thee a way to make changes

The old sure way in IE 6 and 7 to keep changed icon from reverting to
default was: was to:
Click in order:
Icon
Properties
Change icon
select desired change
click OK
click Apply
click General
select read only
click Apply
click OK
click Apply gain

Thanks in advance for any suggestions