After CCleaner deleted temporary internet files - and a lot of other stuff too - I noticed missing icons for .url entries in my start menu. (I use Firefox 2.x and IE7, with Firefox as my default browser.)
Is there a connection?
This discussion suggests some connection between temp files and these icons:
http://www.virtualplastic.net/html/icn_file.html#urlicon
This may also be relevant:
Untick Temporary Internet Files for Internet Explorer, and for Firefox/Opera untick Cache. I thought that Firefox stored them in the prefs.js file though, or perhaps another file.
What it's removing are Favicon's, some people love them others dislike them. Of course unticking Temporary Internet Files and Cache means you'll be limiting the browser cleaning of CCleaner.
There's freeware software available that's been mentioned on this very forum (don't remember the name of it though) that can save the Favicon's to a directory of your choosing like My Documents so that they'll never be lost again. That's probably your best choice if you don't want to loose the icons.
In any event revisiting the websites will enable the Favicons again, so they're not gone for good.