1. In the explorer window select your view of choice, (in your case icons).
2. Select Tools, then Folder Options, and then View.
3. Make sure the option "Remember each folder's view settings" is ticked.
4. If not, tick it, then click Apply.
However, even with that box ticked,it does appear to be a common problem and might require a registry edit. click here for details (towards the bottom of the page).