The icons used for internet addresses in the Links Toolbar and the Favorites
menus are not handled well.  I've read that they are stored in a temporary
folder somewhere.  The result is that they don't stay around all the time.  
Sometimes they go away, and then sometimes they come back.  Sometimes a few
of them are there, and most are not.  Other times, most are there.
Microsoft should change it so these icons are lasting, and do not go away.