I used to have nice little jazzy icons next to each favourite listed. I now have just the I.E icons next to each of them. I can get them to reappear if I add each one manaully but if I run CCleaner then it seems to return them all back to the I.E. icons.
Does anyone know what I have to turn off in CCleaner to avoid this?
Normally the Favourites icons are stored in the Temporary Internet Files folder. They disappear after cleaning out the contents of that folder, and will come back after you visit the sites again - until the next cleanup.
You should still clean up your temp internet files folder from time to time. Just use a program to keep those icons as suggested by VoG.