Change default icon for Microsoft CRM 4.0

I'm trying to change the default icon for the shortcut to Microsoft Dynamics 4.0.  (Accessed via Internet Explorer)  Our company held a contest to name the CRM, so now I have been asked to change the picture of the shortcut.  

Doing the following allows you to change the icon of the shortcut, but once the CRM is opened, it is changed right back:

Open CRM
From the Internet Explorer Menu Bar, select File > Send > Shortcut to Desktop
Right Click on the Shortcut & Select Properties > Change Icon.  

There's probably a simple solution, I just don't know it.
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You need to change the favicon.ico file int he CRMWeb directory on the CRM server.
2_under_parAuthor Commented:

That changed the icon that displays in the URL & next to the Title of the web page.  Excellent!  That does not solve the original issue, however.  It still changes the icon of my Desktop Shortcut.
Remove your desktop icon, clear your IE cache and recreate the desktop shortcut.
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2_under_parAuthor Commented:
Hmmm... It is still creating a desktop shortcut with the old CRM image.
You need to clear your cache.  You need to delete the desktop shortcut.
Likely you also probably have it in the Favorites, which can hold on to the favicon.ico file.

Open CRM again and create a NEW desktop icon (File | Send Shortcut to Desktop)

Is your file a true .ICO file?

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2_under_parAuthor Commented:
Ok.  The one thing that I didn't do before was delete the FAVORITES entry in Internet Explorer.  That took care of it.  Thanks!

To Summarize, I did the following:

Created a new .ico file.  (I used trial jpeg to .ico conversion software)
On the CRM Server, I replaced the existing favicon.ico file in the CRMWeb directory with my new .ico file.
Then, on my PC I deleted the original CRM Shortcut.
Deleted the FAVORITES entry in Internet Explorer.
Deleted all Cached Files for Internet Explorer.
Opened CRM
Within Internet Explorer....  File > Send > Shortcut to Desktop

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